Am I wrong?
As it is written, doesn't the frotification rune give its bonus to the mage who has stolen the object, while the shielding doesn't?
You are correct. The benefit of Fortification can be used by the thief while the benefit of Shielding can not. Does it make sense? *shrug*. About as much sense as a Mind Controlled Blood Reaper healing the enemy Warlock. Or a Mind Controlled Holy Avenger getting angry at its opponent's creatures getting hurt. Like you said, you can probably think of justifications for it, but it's definitely not the most intuitive. It is a consistent rule though, which all stems from the fact that the ability marker doesn't change control when the object does.
I personally think that Mage abilities like these, which permanently modify an object starting from the time it's cast, should bind the object to that Mage and prevent it from ever switching control. That is definitely a buff to such abilities though and I don't foresee such an errata happening.