"Shot down" in RoF means your aircraft was forced out of the fight. If your engine dies due to damage, you are unable to fight. However, if you fly on servers that use Vaal's stats algorithm, you will often find that credit is not given for every in-game shot down message. I just ignore the in-game message except to note that the other guy is damaged enough that he is forced down.
Also, that engine shut off tactic is a big reason folks with dead engines get shot at. If you're shutting it down just to avoid the kill message, that is gaming the game. So if you get shot when your prop isn't spinning, I see no room for complaining.
When I get oil or notice engine damage, I try to disengage to return to home base. Regardless of scoring, I know if I landed or not and I like to try to land safely (as I certainly would do in real life!). If I can, I cut throttle as I have found you can fly a lot longer with a damaged engine if you don't stay at max throttle.