I don't understand. What do you mean, "Nobody else can do that?"
He means that this is something that is not done for players of other PCs.
Take the Bluff power. It explicitly states that the player rerolls before the DM announces the result. But, the reason it explicitly states this is because otherwise, people would be having the same questions on Bluff that they have on Shield.
Most of the time, the designers caught these little rules foo bars. In the case of Shield, they did not.
So, we have to determine whether Shield is an exception to the general situation where players do not know certain metagaming information shy of a skill roll or other rule.
Since Shield states "Trigger: You are hit by an attack." and does not state "Trigger: You are hit by an attack against AC or Reflex.", there is an implication here that it is any attack, not just AC or Reflex ones. There is no such limit specified. The rule as written does not prevent the trigger from firing on a Fort defense attack.
Since Shield does not state "Trigger: You are hit by an attack by 3 or less", there is an implication here that the player does not know how much the roll was made by. There is no such limit specified. In both cases, specifying the additional limitation on the trigger of the power increases the effectiveness of the Shield spell. The rule as written does not prevent the trigger from firing when the to hit was made by 6.
These possibilities of the power are not explicitly stated, but one can make the inference based on how the rest of the game is played.
Nor are their rules telling the DM to give the players metagaming information unless it is information that the PCs should have (which is rare since PCs do not know about metagaming information).
Players know some metagaming information, but as a general rule of thumb, the DM should not be handing out metagaming information for free.
As per FadedC's point, the DM does not do that for players of other PCs, why should he do it for the player of the Wizard PC?
The times that players need metagaming information, the rules should explicitly call it out.
The rules do this for bloodied. The rules do this for Marked. The rules do this for affects of powers once the power affects the PC. The rules do not do this for "how much did a roll to hit, hit by".