It’s probably not a bug and may work as intended, but I still dislike it.
If I have 2 Shrines and receive damage, both of them take the damage, which is pretty stupid. As we know there is a timestamp in this game and that should apply here, too.
If both Shrines take the damage, that’s like doubling the damage and not taking it “INSTEAD”, like the card says. If the damage is taken INSTEAD, it should be taken by the older Shrine, but for sure not both.
Are you sure that’s what happens ? If then, yes that’s pretty stupid : one source of damage should be redirected first (by the shrine which first entered the field), then the other’s effect should proc (but no damage to redirect at this point).