The flying bat-things, Greavers I think they're called, seem to afflict their effects (shock, poison, whatever) through shields. They're the only monsters I've ever seen do this, so I'm guessing it's a bug.
Note: Even on shields with full status resist to Shock or Fire or whatever, they do it. Which makes me question even more what the status resistance on shields is even for.
I used to think this too! What's usually happening is that you're walking into the Greaver's AOE. When they hit you, they also drop a cloud of mist which will infect you with their specific damage. Always move backwards from a Greaver attack, not forwards!