Well, there wouldn't be a problem if there was. But there should also be stun arrows, throwing weapon skills etc. etc. so it is just one out of a hundreds of things that SE could waste time on.
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As explained earlier, Technically Goblins/Beastment/etc's Ranged Attacks are "TP moves", So they take shadows regardless, Where as Fomor/Aern are simple ranged-attacks that do not absorb shadows.
The "TP move" Ranged attack applies to dynamis as well.
That being said, Its stupid. Sometimes I feel people argue against something just for the sake of whining about something. really, There is no reason Ranged Attacks should absorb shadows if they should have missed. The only reason they do, i reiterate, is because technically the game sees them as TP moves.
We know this can change, Fomors at least perform basic ranged attacks, apparently Aerns too. So, They even corrected the Issue with Fomors/Aerns, this should expand to the others as well.
While its not a huge deal, I can relate to the OP and say i seriously hate tanking RNG/NIN mobs at any time, they literally eat shadows furiously. On a normal mob on THF i can get through multiple fights on one set of shadows most times, on a RNG They eat them all within seconds.
While not a giant catastrophe, its still stupid, and should be adjusted.
Does it have to happen right now? no, Get to it when they have time, its not a super-top priority change, but its still a change i would like to see in the future.