I think that their characters would make natural enemies.

Going by Goro's portrayal since Kung Lao's MKG ending and his return in MKD, Goro really seems like a politician, willing to negotiate peace with the Centaurs then willing to join forces with Shao Kahn when he promised to ban them, even though Shao Kahn betrayed the Shokan during the invasion of Earth.

Sheeva, on the other hand, seems like a nationalist, maybe even a supremacist, who doesn't take betrayal of her kind lightly. She murdered Motaro in the old timeline and even tried to assassinate the Emperor himself. Then we get that panel of Kano stabbing a Shokan in a bar, confirming that part of Sheeva's MK9 ending did happen. She obviously didn't kill Shao, but she and other Shokan deserted Outworld and migrated to Earth.

It wouldn't be surprising if Goro tried to negotiate with Shao Kahn, and viewed Sheeva as a deserter, while Sheeva considered him weak and a traitor.

Then there's that uprising led by Kintaro. Would he be either on Goro's side or Sheeva's, or his own? Imagine all three Shokan in conflict with one another. I could see Kintaro as being jealous of Goro for being Outworld's champion in the MK tournament, but more out of egotistical pride than wanting to make his race proud.

So what do you think? Would you want a Shokan triple threat?