Imagine all shields being just like individual guardian shields around each protoss unit, with certain amount of hit points.
Also, I wanted to vote: "Those people who tell you to stop whining are kinda bad mannered, and could just explain to you why it is the way it is, in a reasonable fashion" (most likely they also have no idea, which irritates them, so they just tell you to stfu, even though the question is pretty interesting). Anyway, just voted "yes", it makes sense (to me). Good day!

P.S. If you need a more technical reason, remember that the plasma shield technology relies on psionic power. It is not a coincidence that usually the shield is just double times the life HP. You can think of the whole shield as hallucination on top of your life (without taking double hit though). In any case your real unit characteristics are psionically simulated by the shield, including the armor type.