Some GMs are taking this to mean that Shapeshifters suffer all the penalties of being Dual Natured, but don't actually get the benefits of being Dual Natured (Such as not having the -2 penalty to physical actions taken while perceiving in the astral.). It would be nice to see some sort of Errata that clarifies this for the official source material.
That is, in short, one of the biggest loads of bullshit I have ever heard. What you've just described is simply your GM being a massive, scum-sucking asshat of a douchenozzle... and please, feel free let them know I said that.
There are exactly two viable options for interpreting the situation:
1) Fluff takes precedence over a stat-block error, therefore they are Dual Natured. Add Dual Natured to all Shapeshifter Critters and Templates and treat them as any other Dual Natured creature.
2) Stat-block takes precedence over fluff, despite editorial intent, therefore they are
not Dual Natured. Treat them as normal, non-astral entities, with no special benefit or penalty relating to the omitted Power.