Why? Thats what it was called during Classic. We're gonna keep it.
Why? Because "shockadin" is actually a degrading name.
Back in Classic, holy shock was our only controlled damage that isn't total crap (judgmenet was 15 sec cooldown and hit for like... nothing, really, some judgments did zero damage). Everything else was random besides autoattack
But holy was like the only tree taken seriously at the time (ret and prot sucked, all hybrids expected to heal), so many people are stuck with holy
As such, holy pallies trying to do any damage (for soloing/farming) are left with only holy shock (and autoattack). Thus, "shockadin"
The name "shockadin" symbolizes the problems of holy, and the pally class as a whole
Think of it this way: "shockadin" is like "retnoob" - it's a joke/insult
The word changed meaning slightly in TBC to a holy pally who shifts towards offense/DPS, but that is still a negative term. The concept is an insult to the whole paladin class. "Shockadin" is a result of ret and/or holy being broken, and thus people went to this "shockadin" alternative. If things were actually fine, people wouldn't be trying "shockadin", they'd just be "ret" or "holy"
As such, the name "Shockadin" should be treated as an insult or a bad joke, not some proud name to call yourself or the class.