Moze’s skill might work in a unique way because it reserves her HP and converts it into shields. In this case, she’s getting regular bonus shield capacity from her skills (Phalanx Doctrine/Vladof Ingenuity) and health as shield capacity from Thin Red Line.
Moze’s skill to increase max shields (Vladof Ingenuity) works the exact same way. You might as well have just posted “why doesn’t Zane have thin red line?”.