This has been happening since the new Thieves Guild content came out (which, of course, changed the Glenumbra map slightly by adding a couple of things to it).
Actually walking up to the Hircine and Lamae Bal Shrines, on a character who has not yet "discovered" them... does not discover them: they never turn from black to white on the map, and when you walk away from them, they disappear from the map again.
Characters who have already discovered them, they remain discovered. But you can't "discover" them on a character who hasn't discovered them.
The NPCs who give you lycanthropy and vampirism are still there, and thus the shrines still "work" as planned.
Also, the Auridon and Stonefalls ones still work just fine: this problem is specific to Glenumbra.