Display shipping subtotal including taxes
This is happening because the "Order Total" process combines like price components together and then lists them out. As a result, the base shipping rate component is appearing unaltered and the VAT is being combined into any other product VAT (or shipping VAT) components. It's an unfortunate display side effect of the implementation of price components, but it's on the roadmap to be updated in Commerce 2.x.

In the meantime, your solution will involve implementing hook_commerce_price_formatted_components_alter(), which you can find documented in commerce_price.api.php. This is purely a display alteration, so all the necessary data will still be there unaltered - you can just fiddle with the display amounts of the price components so your VAT component gets added to your shipping component instead.