Most of the time when I make my own bread, I don't add any shortening - it's just flour, water, yeast, salt, and maybe some sugar or dairy whey to"feed" the yeast. That's not to say I don't understand why bakers put it in there - adding fats to the dough prevents the gluten from developing fully, so it gives the bread a more cake-like crumb and softer crust. It's very common for soft "sandwich" breads.
Commercial breads and those produced by supermarket bakeries often use shortening in their dough because that soft bread with a tender crust is really popular (just look at how many loaves of squishy white bread fly off supermarket shelves) and that's another reason why I always read the labels before I decide to buy something:
Finding "shortening" on the label doesn't bother me. I don't use it personally, but it's pretty much unavoidable unless you personally make every scrap of food you eat and that is impractical. But I will not buy anything using "partially hydrogenated" fats. Partial hydrogenation produces trans fat, period.