Zulu shields are made of fur (wrapped around wood) and are quite effective.
Okay first off, Zulu shields are covered in cow hide, and second of all aren't particularly effective (not more so than any other shield). Finally, the cow hide is there to signify rank (rare patterns will go to higher ranking warriors) IIRC.
EDIT: But yeah, I see your point, there just doesn't seem to be any need because we already have hide shields.