Distortion is caused by non-uniform plastic deformation and is accompanied by a corresponding non-uniform residual stress system. Minor distortion is normally corrected by finish machining. This corrects shape but still leaves a non-uniform residual stress pattern - holding the component, precariously, in its required precise shape. Subsequent shot peening imposes a uniform surface residual stress pattern. This then causes distortion of a component.
Best practice dictates that a component should be stress-relieved before final shot peening. If distortion does then occur it can only be due to non-uniform shot peening.