When an entity is on top of a Shulker Box and it's opened, the entitiy glitches through the box. The result is different depending on the entity's hitbox: when a player stands on the box and opens it, they fall through completely, and then are lifted back up when they close the box. Same happens with armor stands on top of the box. Pigs, on the other hand, being shorter, fall through the box and stay inside the block even when it's closed.

EDIT It also seems to depend on where the entity collides with the box. If a player is directly in the center of the box when they open it, they'll jitter up and down instead of falling through like they do when they're standing on the side of it.