Could someone give an opinion on why this might be the case?

I have an application using a sharded session factory and MySQL as a persistence store

It appears if the table uses the InnoDB engine that it wont persist but if it uses the MylSAM engine it will.

I havent spent a lot of time trying to figure out why and I was wondering if anybody would know why this was the case or have experienced similar behavior?

MyISAM doesn't support referential integrity, InnoDB does.
It is possible the foreign keys checks are triggering something? you could have some needed info in the other shard.