One thing that annoyed me about Ryuuki was how everyone always tried to play by Kanzaki's rules, even when they had no reason to do that. Why did no Rider ever attempt to attack another (untransformed) Rider in the real world? Or just kill an untransformed Rider somehow?
Shinji's death is a similar silly occurrence. There was no reason to not transform before going to face those monsters. There was also Asakura's in the last episode. I could understand why he didn't just kill untransformed Riders or something, considering his wish for real battles, but there was no reason to not transform before facing the police.
From his point of view, if he could be the last one standing, he'd still be able to have his match with the real Zolda thanks to the wish.
If they really didn't want Riders in the real world, the transformations should only happen inside the mirror world, and they shouldn't be able to keep their armor in the real world... but that clearly wasn't the case.