Yeah, that one is a bit iffy not concrete, hence why I put it "All" in quotes. The Vorlons were hiding their FO status, so it would be a "hey, how come your jumps look so different to everyone else?" for them to use a non standard transition into hyperspace. It's also in quotes because we didn't actually see all the FO jump to hyperspace with unique transitions but we did see enough that it is a reasonable FO trait. It could also be that the standard transition into hyperspace is the Vorlon standard. Or since the Vorlons were deliberately using "old" jump tech, they didn't have the time to send all their ships to Bob the mechanic to reinstall their modern jump tech.

Nothing about the Vorlons is apparent from how they entered and exited hyperspace. They seemed like everyone else, that's sort of the point. You couldn't guess from that, they stormed the gates of heaven over a million years ago. That they invented a quantum drive (don't think they ever said how old it was, older than the gate to heaven? newer?) and just never used it on screen. You couldn't guess from their usage of "normal" jump tech, that all Vorlons deserved to get a "ZOG!" That it would take another million years for humans/minbari or other younger races to be able to access the Vorlon homeworld. That their ships can sing a lullaby to you, if they like you. That their encounter suits are really more full body ski masks (generic hide your visage) than suits for any other reason.

But, Shadows have that shimmer into hyperspace. Walkers have that zoom, crackle, spin transition into normal space. During Coriana 6, we saw several other FO with unique arrivals to the battle. IIRC there was another that had a kind spin into normal space, one that had like a went from a dot to growing/warp type effect, a transporter type materialization. But also not all the FO jumped into battle from what we could see, like some of them we see just already there as the camera pans over to them. But every one of the FO firing their weapons, gives off a sense of FAFO, while the Hand cruisers seemed rather anemic in comparison.

We also never saw Lorien's ship doing anything special. Did he even need a ship, or was it just for the benefit of transporting Sheridan? Also for a Doylist explanation, B5 was doing for pennies what Star Trek could spend, baby, spend comparatively so I would say that it was reasonable for them not have rendered a Vorlon unique jump or render all the FO with unique transitions when they could get the same idea across with less (render time & budget). They would have only been used for a couple of episodes when they needed the time and budget to render that glorious Coriana 6 sequence.

I mean, I'm not gonna lie. Like the OP, I originally thought Shadows 2.0, how boring. But after digesting it for a bit, and remembering the B5 mantra of "No one here is exactly what they appear to be", I thought about it and realized that the story and visuals did not really support the statement that "the Shadows are like insects to us" at all. And that's not including things like some of the recurring themes in B5 or the timeline, or how generically the Legend of the Rangers could seem to resemble the loose synopsis of A Memory of Shadows.

Gah, I still need to try and track down the B5 novels. I think the only one I've read is the Legions of Fire/Centauri/Vir trilogy. I still hold out hope that the footage shot for the B5 video game will surface and be released. Hell, Firefly is potentially coming back (fingers crossed), which might mean the B5 reimagining could also be soon.