Shai tends to stand out in a group for more reasons than just the fact that he’s quite clearly part Angel.  He is a man on a mission.  He is here to destroy all evil in this plane of existence.  No one really knows for sure who his Angelic father or mother is, and Shai never speaks about the past because the past is irrelevant.  It’s not even clear who he worships, but a scholar of deities would guess based on Shai’s actions that he follows Ragathiel.
Shai is terse, but not rude.  It becomes clear when trying to befriend Shai, or find out information about his past, that he’s simply not interested.  He is just of a single-minded purpose, and if it is true that he follows Ragathiel, then it would be understood that he has a code he lives by.  The one element that often confuses people about who his deity is would be that if he follows Ragathiel he would have to behave much like a paladin.  Yet, Shai is no stranger to doing severe violence and even torture of a definitively evil being if it will serve to find more evil entities to destroy.  He also won’t intervene when someone is clearly doing something of questionable moral character.  Outside observers would swear that Shai’s behavior can’t be that of a paladin, but Shai lives by a very specific code.  He is not responsible for other’s actions, only his own.  And he will harm no one unless they have definitively proven to have committed evil acts.
Shai also has been known to have an interesting quirk.  Despite having normal vision, he dons a blindfold before going into combat.  As per his usual behavior whenever anyone asks about something he does or believes he gives the usual terse answer.  In this case, when asked about why he wears the blindfold he simply states, “It is as it is supposed to be.”  What others don’t know is that the blindfold represents a very specific tenement to him.  Justice and vengeance against evil should be blind.  Shai believes that if he is blinded when facing foes, that only Ragathiel’s intentions can flow through his sword, never his own.  He is guided by his God, not using his own thoughts to influence his actions no matter how well intentioned he might be to serving Ragathiel.  When all he has is reactions to the battlefield he can rely on Ragathiel guiding his hand to the purest result.
There are times where people are irked by Shai’s rigid path, but most find him to be non-obtrusive.  Shai’s path often coincides with an adventuring party’s goals unless it’s purely for wealth.  Even groups set to assassinate a target don’t often find conflicts with Shai.  If he has joined this group he has found the target to be guilty of evil deeds and needing to be ended.  Even the most morally ambiguous don’t mind Shai, because after all, Shai is not a police officer.  Theft, pranks, and selfishness are not inherently evil acts, and beyond Ragathiel’s care.  Minor nuissances, even if more evil than not, are trivial.  Ragathiel has greater evils to be concerned with, and thus, so does Shai.