I guess you could argue, Shedinja doesn't need it with it's unsatisfying 1 HP however I could imagine it is still needed in many situations. e.g Transform copies everything par the HP, therefore a Def would be needed for damage calculation.
Shedinja's Defense and Special Defense stats normally have no purpose in battle, as any damage will invariably cause Shedinja to faint. However, if Shedinja receives a substitute through Baton Pass, its Defense and Special Defense are factored into damage the substitute takes. Shedinja's Defense and Special Defense stats are also used when a Pokémon uses Transform on a Shedinja, and when Shedinja uses Power Trick (via Mimic).