This may allude to the concept that it is harder to hit Shedinja due to its invincibility to everything except Super-Effective moves, weather and status conditions. However, it is important to note that EV yields are unseen to regular players and so Shedinja's EV yield may be a funny Easter Egg of sorts. Considering Shedinja is encountered so scarcely in the games, it would be a relatively harmless and humorous thing for Game Freak to do.
That being said, the real reason only lies with Game Freak. For now, we speculate.
Hope I helped. :)