I don't know if there's a DM shortage, per se, but I think D&D in particular does not supporting learning how to DM as much as it supports learning how to play. The way I see it is that DMing is a very different skill than playing. Playing involves strategy, decision making and keeping things fun for oneself and to a less extent, others. DMing involves long-term planning, rapid decision making, creative story building and keeping things fun for everyone, to name a short list (by no means comprehensive.) The two skill sets overlap but are not identical.
In addition while playing is pretty easily gotten into, running a game is not. A new DM who is willing to take the risk of running a terrible game in order to learn must have all appropriate resources (books, dice, ideas) as well as a group willing to play with a new DM. (There's no real DMing apprenticeship, although perhaps there ought to be.) A new DM has to be open to new things, new methods of play that aren't necessarily his/her own and be willing to work with them in order to make play fun for all types of players. A new DM must be willing to learn a large ruleset in order to keep play flowing, and also to learn the art of collective storytelling to keep a cohesive plot going. It's a lot to take it, and very few players I know would willingly take on that much work and time-absorbing preparation for what is basically an often thankless task.
I DM, to answer the obvious question. I love doing it. However, I cut my teeth as a DM during a round robin D&D game, with each of us players running a two-three session game while the others played, then trading off. It was an ideal situation for me, since we all got to equally suck and shine in our times as DM. It removed a lot of the pressure of being good right off the bat, since we all had our time to learn. I recommend it highly to any group who is lacking a DM.
EInan