Well there is actual damage dealt. It's just to the shield rather than to the minion.
Actually by the way, why does Water Elemental freeze armored heroes but not shielded minions? It's kinda the same thing.
They decided armor is not Freeze immune, while Divine Shield is. They should make a tab on the main menu describing all the different things in the game. At least the effects that are on minions. A basic rule book to clarify their choices on how basic things work.
While I don't disagree at all, I imagine the "oversight" is a product of making this game 'based off' WoW, and the mechanics therein. Divine Shield means immunity for all intents and purposes, whereas an increase in armor is a damage reduction tool.
I think a lot of the inconsistencies in wording are born out of a belief on their end that "Oh, players know what we mean", or more often "that's how it works in WoW, so it does here too. Why would anybody expect different?". That is, I don't think they always take into consideration (and they should) that there's probably a significant portion of the player base that doesn't know WoW, or it's mechanics and interactions.