Immune response to shock
First: what is inflammation.  From wikipedia
https://en.wikipedia.org/wiki/Inflammation


  Acute inflammation is the initial response of the body to harmful
  stimuli and is achieved by the increased movement of plasma and
  leukocytes (especially granulocytes) from the blood into the injured
  tissues. A series of biochemical events propagates and matures the
  inflammatory response, involving the local vascular system, the immune
  system, and various cells within the injured tissue.


Second re shock: why does it happen?  If I go into shock from blood loss after a terrible knife juggling accident I will probably not have the inflammatory piece: I am dying from lack of blood and consequent low blood pressure.

What if I am in septic shock?  That means shock caused by organisms, usually bacteria, in the blood stream.  Bacteria are the ancient enemy and we have layers upon layer of defense accumulated over evolutionary time.  The reason we have them is that somehow, our ancestors that had them had some fitness advantage - probably because they survived having bacteria in the blood.  

Some of the stuff that comes with that package does not seem very adaptive - like the leaky vessels and lungs filling up with fluid.  Maybe we see the wild extreme of this reaction but to a lesser degree (lesser infections?) those inflammatory responses are good?  Maybe releasing a storm of neutrophils has unavoidable side effects for the surroundings - like the Avengers fighting an alien army in NYC?  It was tough on NYC.  Maybe those extreme shock reactions save the organism 1 time in 10, which is better than the odds otherwise with an overwhelming bacterial infection.

Bottom line though is that bacteria in the blood in great numbers is an existential threat to the organism.  Desperate times call for desperate measures.