It does work. It just needs you to select a surface (or more) that can be eliminated in order to be able to shell the object, and not the whole object.
Read the prompts carefully:
Select faces to remove from closed polysurface. Leave at least one face unselected ( Thickness=1 )
If you mean that in some more complicates cases it creates non-solids, then this is because some NURBS operations can’t be easily automated. But it’s easy to fix manually. Maybe in V6 _Shell will be more cunning.
the picture you posted shows it does work… what are you expecting it to look like afterwards?
maybe you’re looking for the results that _OffsetSrf will give you?
[edit] actually, i just tried the file you uploaded and shell is giving me some problems with it… maybe because it’s an extrusion object instead of a polysurface… if you explode the object then immediately Join, shell behaves properly.
If you really want that one side face to be the shelled face, it is true, Rhino does not do this face correctly. I’ll add it to the bug list. You’ll need to clean up by hand at the ‘surface’ level, though with this simple a shape it might be easier to work with the results from OffsetSrf.