Shulker bullets do not teleport upon contact with any portal, even though they are supposed to. Other projectiles do not behave this way; snowballs, arrows and fireballs get teleported even if the area on the other side of the portal is not being actively loaded. Shulker bullets pass through portal blocks as if they were air blocks without any special interaction happening between the two. This bug first appeared in the snapshot 24w33a and is still present in the game. May be related to the bug MC-102967.

How to replicate:
1. Build and light up a portal to the Nether
2. Enter the Nether dimension
3. Make the portal that spawned in the Nether larger by breaking its initial frame and building a larger one
4. Spawn a few Shulkers by one side of the portal
5. Go to the other side of the portal and enter Survival mode
6. Wait for the Shulkers to start shooting their bullets at you, through the lit portal
7. You will see that the bullets effortlessly reach and hit you despite there being an active Nether portal between the player and the Shulkers