Far superior might be an exaggeration. But there are certain risks present in signing any young player. Injury development, ability to perform at the highest level, composure in the kind of intense pressure situations United players face (champions League, finals, title chase etc) are all question marks. Personally I think Shaw will go on to be a star and deal with these challenges. But he may not, while we know Coentrao is already proven. Given that we have a need to strengthen in other positions, I think minimizing the risk and saving quite a bit in transfer fees makes Coentrao the better choice.
I'm not saying I'll be unhappy if we get Shaw instead, as he's definitely a talent. I just think we can get better performance, for our needs at this time, for a lower price.