Need I remind you when Gore chose Lieberman in 2000 it didn't exact help him win the election. To be fair, no one would have considered choosing someone like Douglas Wilder for Vice President in 2000 (he was the first black governor for the record)

A better argument is that Shapiro would lock down Pennsylvania which we need to win. In that sense Mark Kelly is also a valid choice for the same reason. I'd also consider Roy Cooper of North Carolina, perhaps we could pull that state away from the Democrats.

Shapiro's merit in my opinion is not his religion but the state he's governor of. I think if he carries Pennsylvania the non-religionists could overlook it.