After installing shadow I have manual pages are for all available languages is installed in /usr/share/man not only those in LINGUAS...
Message catalogs in /usr/share/locale are installed only if the language is in LINGUAS.
Yeah, and tons of other packages in the tree do the same; try your luck upstream.
Isn't LINGUAS a Gentoo-specific thing? Upstream won't care. The issue has been fixed for some other packages already. shadow-126.96.36.199 still has the bug.