What's this about adding a shortcut in keyboard settings?
Settings > general > keyboard > text replacement > + > put in "e.g." (without quotes) as the phrase. This might actually work alone without adding a shortcut, as the OS should see it as a phrase rather than punctuation. If not, then follow @Namara's advice to add a shortcut without the punctuation.
This is a workaround but it should be one that works. I've used this a lot to correct typos the dictionary has learnt without having to wipe all the suggestions. I've also added all the swear words in there so I don't get "ducking" annoyed