Argh! Please close this issue (I can't find way to delete it myself) as I found the answer.
I'd forgotten that there was a third "Settings" on the very first screen which fixed the problem 😞
Hostile mobs generally despawn in Peaceful. Anyways, this bug effects all shulkers, both from spawn eggs and naturally generated (even if the chunks were generated in Peaceful)
Logon to Microsoft store, click the three dots top-right, click Downloads and Updates, click Update next to Minecraft