I guess you could argue, Shedinja doesn't need it with it's unsatisfying 1 HP however I could imagine it is still needed in many situations. e.g Transform copies everything par the HP, therefore a Def would be needed for damage calculation.
>Shedinja's Defense and Special Defense stats normally have no purpose in battle, as any damage will invariably cause Shedinja to faint. However, if Shedinja receives a substitute through Baton Pass, its Defense and Special Defense are factored into damage the substitute takes. Shedinja's Defense and Special Defense stats are also used when a Pokémon uses Transform on a Shedinja, and when Shedinja uses Power Trick (via Mimic).
-Bulbapedia
