Does it? Pretty self-explanatory, so I don’t have to explain, right?
Shiny Pokemon always sparkle when sent out in battle.
Source: Experience and this replay
Well, yes. Why wouldn't they? What's to stop them from sparkling?
Source: The US/UM Battle Tree, where I've switched my shiny Haxorus out before, and it always sparkled when coming back in
Hope I helped!
Yes, there is the sparkle effect every time a Pokémon is sent out.