Shen is by far one of my favourite champions and is without a doubt one of the best tanks in the game. However lore wise, its kind of... whats that word; trash.
A Ninja that draws enemy fire? Come on.
And even worse; Shadow Dash. Shadow usually means hidden or cloaked but no, not this shadow.
Just saying that any future champions Riot makes, please think a bit more on the lore side.

He moves quickly through the shadows, closing distance in an instant. Kind of like Akali's Shadow Dance. Lore-wise, I think his role and abilities are explained well enough; it's only a problem if you assume that the Triumvirate are stereotypical earth ninjas, rather than Ionian ascetics dedicated to maintaining balance.

technically, he's not a "ninja" because his lore never uses the word "ninja" but I guess if it smells like a duck, looks like a duck and quacks like a duck...

ninjas have multiple roles and not all of them include them running through the shadows unseen

He actually calls himself a ninja in his quotes.

I think the 3 ninjas exemplify 3 traits of being a ninja:

Akali is the assassin (for obvious reasons).
Kennin is the reconnaissance and thief (speed and swiftness).
Shen is the hidden guardian (ninjas were used to protect the shogun as well).