Bakua :
By that, they mean that you'll get a working key sooner or later.
Meaning, we'll keep issuing illegal keys to you until one of them works. That's what you're paying for with the shield. What that DOESN'T take into account, is when a key or series of keys gets blacklisted later down the road. I'm sure the G2A "shield" has a limitation on how long they'll protect you from a fake or blacklisted key, and once that time has passed, it's once again "bleh" time.
I've seen literally hundreds of threads, just here on Tom's, not counting elsewhere on Reddit and other forums, where people bought G2A, Kinguin, and other "gray" site keys that worked fine at first but within a week or a few months, were blacklisted and no longer valid, When that happens, you're out of luck. There will be NO recourse for you.