Every shrine I have gone to has given the same blessing as the corresponding necklace for that divine, all except Talos, if you go to a shrine of Talos and receive the blessing, it decreases the time between shouts by 0%, if you wear the necklace, it decreases the time between shouts by 20%...

I'm playing on the Xbox 360 by the way, and I have noticed this glitch since the game came out, regardless of what patch I had installed...

I've heard that it only works properly once you complete the Stormcloak side of things. It would therefore be a feature, and not a glitch.

UESP states that it's a display glitch/typo, and the blessing actually does work the way it's supposed to (20%).