Actually, I'm pretty sure I read somewhere that the Warp Shadow is not caused by Tyranid psycho-communication, as the destruction of Hive Ships does not diminish it.
Therefore, I can only assume two possible explanations:
1) The Outsider does it.
This explanation is really only for those who like to believe the C'tan do everything. Most people with any respect for fluff will ignore this.
2) Predatory evolution.
You have prey. Predator chases prey. Prey evolves to run faster, so Predator evolves too. In this case, Prey (ships) can flee to the Warp, which the Tyranids cannot do. Solution is simple: evolve a means to "block" the Warp, thereby preventing the Prey escaping. This fits in with the concept that the Hive Mind is projected ahead of a Tyranid fleet like a wave, rather than created by a specific Hive Ship. By creating a "blanket" distortion, all Tyranid ships can effectivly hunt, feed, and generally survive, regardless of how close they are to a Hive Ship.
This explanation also covers the "Vanguard" fleets, as they could potentially keep pace with the Warp Shadow, picking out stranded prey-ships and consuming them whilst the big ships head planet-side...