If you're running a Sym as one of your DPS along with two healers that shield gen makes for more sustained fights. Especially with Mercy boost or nano.
Depends on map or comp. Example, you're also running a torb, shield gen+ armor is better, and if you're dying with 150 extra HP then a tp isn't going to help
The only reason a sheild gen would be better than a teleporter on the first point like that would be if your team are doing well and not dying often as if people aren't dying a lot a teleporter won't really help that much and a shield gen is probably a bit more help. But then again that's running the risk of if an ult wipes out a big chunk of your team them not having the teleporter to get back to the point on time