Do Shadow Pokemon always break free if they can defeat their opponent Pokemon with 1 more attack?

Not only they do the thing I asked in my last question, but they do this too a lot. Often at times, Slugma would break out of her ball to use Flamethrower on my Espeon for example and then he faints and then I have to revive him. Even when paralyzed. Is that what they always do for real? Seriously? I use a regular Poke Ball for a Snag Ball and it's just weird that even the hardest Pokemon to catch are found in Poke Balls such as Entei, Suicune, or Raikou.