I usually keep my shinies regardless of what they are. I even have multiple shiny Oranguru I've gotten from the Dynamax Adventures. The only shiny I ever traded away was a shiny Beautifly I caught in Legends Arceus for a Spiritomb so I didn't have to spend days on end hunting down every single one of those spirit things to unlock it in my own save file (I'd found most of them but the last couple in each area were being a real PITA).