My guess is that shortening is a way to give a frosting some body. Maybe it’s just the one’s I’ve made, but getting a frosting that will stay where you put it with just confectioner’s sugar and milk ends up with a frosting that cracks and doesn’t look very nice once it’s dried a bit.
I have a recipe for fluffy boiled frosting. You just test it by dropping a spoonful into a cup of cold water and then rolling that bit between your fingers. If it forms a hard ball, it’s hot enough.
Of course I have a recipe for ornamental recipe that doesn’t need to be boiled at all. It’s from Good Housekeeping’s Cookbook
1 16 oz. package of confectioner’s sugar.
1/2 teaspoon cream of tartar
3 egg whites at room temp.
1/2 teaspoon vanilla extract.
Into large bowl, sift sugar and cream of tartar or perss through very fine sieve. With mixer at low speed, beat in egg whites and vanilla; at high speed, beat until knife drown through mixture leaves clean cut path. (On humid days you may need to beat in more sugar) Cover bowl with damp cloth. Use to make cake and cookie decorations with cake decorator or pastry tube. To tint, in small bowl, place some of frosting and stir in food colouring a drop at a time.