I think in describing the type of liar Hillary is, we sometimes toss around the word "shameless" just because it seems like a good all-purpose adjective - without necessarily thinking about what it means or why it applies. Here's a perfect case in point. The shamelessness of her lying has to do with the fact that she will say things so completely absurd that anyone who thinks about it for even a second will shake their head and ask, "Did she really just say that?"
But Rule 1 of lying in ClintonWorld is that no one really cares all that much about the thing you're lying about, so even if your lie is transparently absurd, lie away! The conservative alternative media will yelp about it for a day or two, but after that no one will even remember.