You'd have to perform a purification ritual to cleanse the shadow creature, but it could be worth the trouble. According to Polygon, players are reporting that purified monsters appear to require less dust to power up, as well as fewer candies to evolve. Based on the responses on the official Pokémon Go Twitter account's announcement, though, the special stops aren't that common. Those living in rural locations may have to dedicate a bit more time looking for one invaded by Team Rocket to capture a shadow monster.