I can't speak for everyone else, but I'm not shy exactly. It's moderate, I guess. I think that they can be physically shy perhaps, but not psychologically. What I mean is that they are able to stand back and distance themselves from various expressions or ideas or even attack them from time to time. Or offer up their own new ideas. Same goes for INTP (this is partly true for ISPs as well, but I think they're able to be more involved). They're not shy of what they think is the truth or a better method on something. Not necessarily at least. As for physical shyness, I guess there might be something to do with feeling less "S", I guess. Like they may not inhabit physical space or always know how to impact in the way others do. That can be learned, but there's something to be said about this being more of a Se skill (and especially Se dom). I'll take a snippet from Lenore Thomson's book to explain:
Sensate types are not just active physically. They're active socially. They're deeply influenced by what's going on around them, and they want to take a part in it. They have a "feel" for the atmosphere, style, and image. They know what people are interested in and like being recognized as paradigmatic of the trend.
[..] Many ESPs seem to be striving for this - for the highest pitch of concrete actualization. They become the experiential standard by which other's image and attitude are measured. In fact, many attractive and engaging people are led to use Sensation as a dominant function precisely because their style and impact are their fundamental strengths.
[..] For highly extraverted types, this happens as naturally as a leaf turning it's face on the sun. You can always tell from the ESPs in the crowd exactly what society currently regards as admirable, stylish, fascinating, outrageous, or exciting. These types will have so adapted themselves to generalized assumptions that they physically embody them.