Raising their shield does not prevent the player from receiving the slow effect when hit by a zombie.

That's because I believe it's still considered a damage event by bukkit.

The question is, should this behavior stay or not?

IMO, the player should be rewarded for blocking the zombie, and it makes it possible to fight hordes without running from them. Implementation-wise, maybe checking if the final damage dealt by the event is zero is enough to capture the case the player used a shield.