Yes, technically they are correct. However, the case isn't that there aren't any Shiny sprites coded, but rather the fact that the game is coded to never allow a Shiny Zekrom, Reshiram, Xerneas and Yveltal to appear (other non-event legendaries from Gens 5 and 6 can be found Shiny).
If they didn't have Shiny sprites coded, then if Nintendo ever wanted to release a Shiny version of those Pokemon through the use of an event, there would be no Shiny sprite for the game to work with.
You can find a list of Pokemon that cannot be Shiny here on Bulbapedia.