I think the difference is Shanny was a power forward. And one of the best. He's the only player in NHL history with over 600 goals and 2,000 PIMs.
If you think about it though, what arguments do you have for Shanahan over Sundin? Yes, he scored more goals, but Sundin still had 564 goals. Sundin scored the same number of points (give or take a few) in almost 200 less games. I also think Sundin's international experience is a little more accomplished than Shanny's.
I think Shanhan's very low points per game stat hurt him. He'll get in eventuall though. If you look at this year's list, I could argue Shanny over Sundin, Oates or Bure, but you could argue the other way too. The only non-argument would be that Sakic is a lock over them all.
Oates...much better ppg than Shanny, but after that, not much to say.
Bure....the question mark there is the fact his career was cut short....did he do enough? I think his talents were superior to Shanahan's, his gpg and ppg stats blow Shanny's out of the water, but that has been shown in the past not to matter much when you are talking about shorter careers. Bure waited awhile to get in though.
He's got equal leadership to Sundin and three more Cups. The points per game isn't as good, but they played different positions. He's the 2nd most goals by a left winger behind Robitaille. And he did that playing the left wing lock years in Detroit and stepping up to drop the gloves.