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The ninja's survivability came from misdirection. Something that Shen does pretty well with his Dash/taunt intiator and Feint. Also, the ninja were big on teamwork winning battles, and Shen's other two abilities (Vorpal Blade and Stand United) are awesome for this. Just imagine Pantheon/Shen combo, they both show up at the same time, shielded, Shen taunts you and Pantheon rips you apart.
It happened to me on the TR. :/
Edit: Oh yes, and he's not a support character. He's a tank.