Goaltender Stuart Skinner made 26 saves and played a key role in the shutout, despite being temporarily forced out of the game in the first period due to NHL concussion protocols. Skinner returned and stymied the Bruins, but he didn’t personally get awarded the shutout.
TLDR; Skinner was not awarded the shutout because he was removed from the game in the first period due to concussion protocols. He did finish the game, but since he wasn't the only goalie, no shutout.
That's not even the only way this can happen. Zach Fucale's second game, he was the only caps goalie to play and didn't give up a goal until the wild tied it in the final minute. I remember the announcers saying that in spite of this, if he hadn't given up that late goal he still would not have been awarded a shutout due to Carl Hagelin throwing the puck into his own net on a delayed penalty.