Same is true here in America, unfortunately. Either they're unaware of the show or their general reaction (in a dull kind of voice) is "oh, is that show still on?"
For whatever reason, The Shield just slid under the radar. But the good thing is that if you look on the internet (IMDB, for example), 99% of people who actually watch the show for the first time have pretty much the same reaction you have and think it's one of the greatest shows (or things put on film, period) that they've ever watched.
Also, I hear the show was quite popular in France. So much so they played two episodes a week back-to-back starting with season six.
It's crazy really, not sure how it did slip under as well, like you said the first 3 seasons were popular which make it even more strange as it just gets better and better imo. Glad it got awards for the first season at least, Chiklis deserved an award and so did the show. Claudette deserved one too imo.
That's completely understandable, it is a brilliant show and it deserves praise. Have you ever seen Me, Myself & Irene? Antoine is a character in that and he is so different, made me laugh a few times just at how different they are.