A good Shen player will usually never ult just to save your ass. We are not your babysitters. When Shen ults he sees a possibility to turn the fight around for your team. He is very often leaving behind resources like XP and Farm just to turn around the fight, but when you decide to run away you most likely have given your enemy top laner free resources and the turret in return for nothing for Shen. This also shows us that you are usually not worth ulting for. Instead just walk into Taunt Range for Shen. This isn't just about Shen, though. Most Enemies will have spent their resources by then so you are giving Shen the opportunity to assist YOU in getting kills. A single taunt is usually more than enough to make you go from certain death to 2 easy kills bot lane.
Sincerely,
A Shen Main
