Using `$wgSharedDB`, `$wgSharedTables` (and `$wgSharedPrefix`) is basically the recommended way to set up a wiki farm, especially when starting from scratch (see https://www.mediawiki.org/wiki/Manual:Shared_database). However, currently this means that users cannot be (easily) renamed since RenameUser operates only on the current database, no matter what. If you have, say, five wikis or so, it's probably relatively easy to run a bunch of SQL queries against all five DBs. This is not the case when you have thousands of wikis, as ShoutWiki has (currently almost 6k wikis).
This is and has been a non-issue for WMF wikis since WMF sites use the CentralAuth extension, which provides the global user renaming functionality. CentralAuth is not an acceptable solution for non-WMF wikis, as it's extremely complicated to set up and even CA's extension info page on MediaWiki.org recommends `$wgSharedDB` & `$wgSharedTables` instead.
* https://github.com/Wikia/app/tree/dev/extensions/wikia/UserRenameTool -- Wikia's fork of RenameUser. Wikia uses `$wgSharedDB` & `$wgSharedTables`, but their code isn't portable as-is to external, third-party wikis due to hard dependencies on other Wikia extensions.