Currently if iTunes detects that the songs which are on your Shuffle do not exist on your computer it will delete the songs off your Shuffle.
With iPod 2 iPod you can transfer music to your Shuffle without having the songs physically on your computer. Freeing it from this restriction!
Please be aware that the songs will be removed if you run iTunes! A backup and restore only operates on the iPod database not the actual songs.
If iTunes deletes the songs, you will have to transfer the music back onto your Shuffle using iPod 2 iPod.
Please Note: Because iTunes automatically deletes files, it is a good idea to set iTunes not to start automatically when your Shuffle is connected.