Hi Diego. Wordfence is the same - you have to untick “Scan core files against repository versions for changes” and “Scan wp-admin and wp-includes for files not bundled with WordPress”.
I suspect Shield has the same issue. Can you turn this off somehow?
You may be interested in a list we are compiling of CP-friendly plugins in various categories. Options for "must-have" plugins - #4
You can keep checking here to see how things are progressing.