@IM140.6: I think you have not configure the scan template properly to scan for shellshock vulnerbaility.
Simple way to create shellshock template is copy a full audit template and remove all the vulnerabilities selected in By categories and By check types and search for CVE-2014-6271 in by individual check and select all the vulnerability check and save the template. Now scan with this template for shellshock scanning.
Create a new scan template while following above mentioned steps and try to scan for shellshock vulnerability.