RUN has no native skill in shield, hence the lack of shield options. If you want to sword and board tank then war or pld are your choices. Each job has things that it does that sets it apart from other jobs with the same role. RUN is set apart via using Gsword and parry instead of sword and shield. Lockstyle a shield into sub slot and wear whatever shield you want for your RP. RUN simply is not going to be very good at what you want.

Just because you think it should happen doesn't mean it makes sense from a lore or balance perspective.