How ac coupling in scopes does not give you a phase shift? Or does it?
For what i know, filtering something always gives some amount of phase
  shift.


Correct


  So how do oscilloscopes with ac coupling don't have that?


They do have that - the filter is just a lowish frequency high pass RC network and, like all other filters of that type, it will give a phase shift as the lower frequencies are approached, as should be expected.

Connect a signal generator into both/two inputs and have one input AC coupled and see for yourself.