Think of it like skippin' stones...
If your stone hits at the wrong angle (flat) against the water, it ain't goin' anywhere except down.
If your stone hits at the right angle (not flat) against the water, it'll keep goin' 'til it runs out of momentum or hits a duck or something.
The bullets hit the shield flat, and that was that.
Cap threw the shield at the right angle, and the vibranium kept the momentum of the throw goin' each time it hit 'til he caught it again.
Yeah, that's it...