1. Putting Shelob in RotK made that movie long too long.
2. Taking her out of TTT made that movie boring.
She should have been in TTT.
BUT, just to be devil's advocate, I have to point out that the really cool Deagol-Smeagol intro would not have worked. With Frodo in Cirith Ungol and Sam headed that way, Gollum is nowhere near. It would not have made sense.