Doran's shield is pretty solid against mages.
For one, Health is way more cost effective than MR against burst damage. MR early mostly serves the advantage of allowing HP/5 and potions to recover the damage you take faster, HP will force more burst to be unloaded to take you down though - as HP is about half the price of MR for what it does.
Secondly - flat damage reduction is incredibly strong vs. mage auto-attacks (which they will use in the lanning phase). An average level 1 Q does the same damage as an auto-attack with the added caveat of burning through a quarter of your mana bar.
Anyways - the percentage damage reduction 8 damage provides vs. auto-attacks is much better against champions that don't get AD.
vs. 40, 8 blocked = 20% damage reduction
vs. 80, 8 blocked = 10% damage reduction
vs. 160, 8 blocked = 5% damage reduction.
Doran's flat damage block is actually more useful against mages than auto-attack reliant classes. Especially when you consider a lot of AA heavy champions aren't devoid of ability harass either, and mana costs tend to suck for everyone that has mana early on in the first place.