Its a popular idea, but there's really not much of a reason to give her one specifically. I mean, Ann's confidant is already mostly about Shiho, as they were closely linked characters and Ann had most of her development in the main storyline. Focusing one completely on Shiho would inevitably make it about understanding and coping with abuse, which is a subject that's difficult to effectively portray and runs a big risk of upsetting people. So while it might sound cool and its easy to imagine such a confidant going right, its not really a subject I'd trust Atlus to handle without turning it into Shiho's entire personality, so I think its a good thing they didn't even try.