With Shaw, there was no software to transfer his mind into. He wasn't launched onto the Genesis Planet. And, no offense to Shaw, but he's not Kirk or Picard, so it's not like Section 31 would keep his body in Cold Storage. He was a Nobody Captain and proud to be a Nobody Captain who did what he was told, followed the book, and had humble roots as a "grease monkey".
Shaw appeals to that section of the fandom that says, "Yep, dat dem der Shaw's a REAL man!"

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It could even be explained Seven tried rescuing him with nanoprobes, but he still died, and some of his consciousness was transferred to Seven's brain

