There are several reasons that this isn't advantageous.
1) You can't spec in Shield, so your chance of blocking is a flat 5% unmodified by DEX.
2) Most of your opponents are dual wielding, so your chance to block is further cut in half.
3) As an assassin, your strength is in fast frontloading of damage, specifically because you can't stand up to a long fight. Equipping a shield instead of a second weapon or a 2H decreases your damage output.
This isn't to say that there's no way you can be successful. But SBs in general are struggling against other stealthers at the moment, and doing anything that decreases your effectiveness just makes that worse.