Heavily Armored should come with Shield Proficiency in my opinion.
Right now, the only way to get proficiency with a shield is to take Moderately Armored. Unfortunately, that choice is somewhat redundant for Githyanki and Shield Dwarves. They both already have proficiency in medium armor, but lack such proficiency in shield use.
As such, it would feel wasteful to take the Moderately Armored feat.
So why not include shield proficiency with the Heavily Armored feat?