I think it is what Autumn said. Shaw makes the roster as the extra reliever until Nastrini is needed. You can DFA him in a week or two when Nastrini starts, and Shaw very likely clears and accept an assignment to Charlotte and you don't lose any depth. If you do that with the other experienced NRIs (Knebel, Cousins, Leone, Barlow, Anderson, Woodford, Kuhl, Keller), the risk of them rejecting the assignment is probably much higher, so you're actually losing depth going that route.
I would actually do exactly as the Sox are here, I think it is the right move (assuming Nastrini doesn't make OD roster).