A player on my server found out this bugs when he is having a parkour rankup. He found out that if you rebind the action to open a Shulker Box (right-click) to another key on the keyboard, and then hold that key for a few seconds while pointing at the air before moving to the Shulker Box, the Shulker Box will remain open after you exit.
 
 
 
 
 
 
 
 

I've test it up on spigot ver 1.19 , 1.19.4 , 1.20.2 , 1.21.1 with no plugin and datapacks
 I've also test on vanilla server on ver 1.19 and 1.21.1 but this bug dosen't exist.