Because shen "why should you pick me" thing in pro is his insane presence at lvl 6, not at lvl 16
just like pre-nerf twisted fate, which is why they didn't make his ult global at lvl 16
the problem between shen and twisted fate, is that twisted fate trades high presence at lvl 6 with worse laning phase. But shen's laning phase is not bad at all. The shen mains want you to believe that he's impossible to lane when shen is actually picked in high elo even against darius, he can survive easily just by pressing Q everytime darius uses Q, leaving darius pushing the lane and being in danger of a gank and shen taking no damage.
I think the problem in this game with teleports was always the lack of follow-up against it, in dota2 i don't remember the amount of global teleport on abilities because we have tp scrolls
in season 4 we had teleport and shen wasn't overbearing because you could tp to follow him, until tp was nerfed a lot of time. The cd is high even if you use it on towers
-gH