Shockburst Rounds cannot shock nor electrocute

Shot multiple monsters until they were dead, and Shockburst did not, even once, shock nor electrocute monsters. Bug or intended?

Sounds like a bug.
However, if you somehow converted all lightning damage to some other type, this will also cause them to not shock or electrocute.
In PoE1 there was also a support gem that increased elemental damage drastically but removed its ability to cause ailments. Dunno if a support like this is in PoE2.

It's not a bug, it's a payoff skill: You can't apply what it does consume/interact with.

So you can't shock neither electrocute.

It's intended. It's hardcoded to be incapable of shocking or causing electrocute buildup, though I don't know why it doesn't mention this in the tooltip like other payoff skills.

Personally, what I did to work around this was to equip the Radiant Grief unique helmet (ignites enemies in your presence) and the Stormfire support on my shock-applying skill, which causes shocks applied by it to not expire on ignited enemies.