This might be a bug, but when I’m hit with my shields on, I get a strong feedback of it. But once the shield goes out, the feedback of getting hit seems to disappear. I think that it should either be there or increased, maybe showing a red identifier on screen along with a sound and a small screen shake like with the shield.
I just realized this while “dodging” a few hits, I thought I was doing fine and then I realized that my life had gone down with that last hit, but other than life reduction I had no indication that I was receiving damage. This might explain the past times where in the middle of the action I felt my shields go down and suddenly died without noticing that I was getting hit from behind.