The Shade ability doesn't currently have manual activation, so it differs somewhat from Blink. The new Protoss unit will automatically teleport to the Shade once it expires rather than having the option to activate it early. There is also no way to cancel the teleportation once Shade has been activated.
The idea here is that players who are capable of perfectly timing the positioning of the Shade when it expires will be rewarded. You have to also consider that the Shade works like a separate unit, so you double the micro needed once it's activated. You still have to control your unit and then also control the Shade.