I've been an interview junkie lately, and one thing I've noticed is the rise of creatives adding "shortlist" to their list of industry awards. As with all feedback you hear on the interview circuit, you should take this as one person's opinion, but here's my interpretation of making a short list:
Being shortlisted means you didn't win.
Bragging about being shortlisted is equivalent to bragging about winning a participation trophy in youth soccer. I understand why award shows do it - it allows a large percentage of agencies and staff to pat themselves on the backs and lets them all know they were thisclose to winning, so they'll enter even more next year.
I'd suggest you don't fall for it.
If you do even semi-decent work in this industry, someone somewhere will eventually hand you a shiny object of some sort. Personally, I'd recommend holding off your boasting until then.