Differential power analysis vulnerability is still pervasive. Why can't the CPU cut itself off and switch to internal power (supercapacitor) while it does sensitive computations? Even external switch+supercap potted together with CPU would be an improvement.

Often using a magnetic probe is better than a current shunt in any case, due to power regulator noise.

I can only imagine that shielding a device intended to be a radio transmitter would not be an easy proposition. :)

Would it really be that much of an improvement to remove one vector when there is another equally good vector immediately available?

IMO magnetic probe requires proximity - prying the package open instead of just measuring current from power supply (battery, USB). Is that equally good?