they must have forgotten it
Or not. Maybe some limitations/restrictions in Shortcuts that make no/little sense to enable authentication. For example, maybe can't do authentication due to can set up Automations that run in the background with "Run immediately" set and makes it impractical to to have both features on? Limitation with Shortcuts and Share Sheets?
Also: System Settings app does not have ability to enable authentication. That would be one of the most important ones imo from a security aspect (eg. prevent bad guy from changing settings on freshly stolen device). Again, might have some incompatibility between features/functions/roles that make it impractical.
ADD: it seems like if an app is pretty much siloed, have the function. Something that goes outside its silo, touches many other parts of i*OS, no authentication. Fits for two example above as Settings touches pretty much everything and Shortcuts has some Settings functionality, does web, filesystem, etc.