I believe when there is an onslaught of attacks in a short period, only the attacks are shown to you.

To prevent clicking through 31 shield notifies to see that you were actually attacked.

Suppose it does this on small scale too (only one attack got through), but it would have to be in a short period of time.

All this is bumuming you lost your shields (consumed), because this happened to me when I had 7 shields (one equiped, 6 in hand, auto-equip enabled). I only got the attack notifications and all my shields were consumed.

Made me freak out at first (I got hit like 15 times), but it will keep the spam down when you are being viciously attacked.