The dungeon is Stone Vigil, which is a level 41 dungeon. Shield Oath used to be a level 40 skill, so even back then, PLDs should have had their Shield Oath before entering this dungeon, and should have been using it. Some of the mobs hit stupidly hard in Stone Vigil compared to the earlier dungeons as well, so the extra defense boost (not to mention enmity boost) would always be helpful.
Dusk Vigil is the level 51 sidequest dungeon in Heavensward. (And hopefully PLDs used their Shield Oath then as well!)