That's actually a valid point
However if I think outside the box and try to imagine how things would happen on a battlefield, I can picture an attack being redirected to Shrine when it targets Sharra/a protected creature. That attack never reaches its target, so it doesn't pop the fragile bubble, and Sharra doesn't have the opportunity to use its abilities to avoid that attack, no matter how she does it Poor Shrine doesn't know if the target might be saved from the blow, it blindly redirects it to itself !
As for Protection/Sharra, well ... it depends of how she nullifies the attacks : if she does avoid the attack, then the bubble should avoid it as well and remain untouched, but if she can somehow endure it because of her magical equipment or whatever, then the attack would pop the bubble before reaching her.
So both of these behaviors would be correct to me (but by wording, I would still believe that it's working as it should)