Well that particular issue comes from the romanization of Japanese. The standard romanization of しゅ is "shu", but people sometimes enter "syu" into the keyboard as well or just go ahead and write it this way. There are plenty of other examples, such as つ which could be written as "tsu" or "tu" (incorrect) or し which is can be written as "shi" or "si" (incorrect). Japanese people mess this stuff up all the time because entering "si" into a keyboard makes for sense when you think in line with the other kana (sa, si, su, se, so) and it's faster than typing "shi".
Useless Japanese tangent complete!