Ranged attacks also always take shadows, or at least they did unless they have changed it while i was away.
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Certainly, an oddity. While I doubt SE will act on any of this at this point, it'd be nice if they did. Maybe we'll see blockable ranged attacks(and evasion will function normally vs them with shadows up) next update. /dreams.
There are exceptions. I know for sure Yagudo NINs in Dyanmis - Windurst and Fomor NINs can miss with ranged attacks while shadows are up. Dunno if its a NIN job thing though.
Edit: As others have said not being able to block ranged attacks with a shield is really dumb imo.