Salvage rig has also bigger salvage bonus (25%, shepherd has 10%) and the same maintenance (3 supply/month).
If you compare their fuel efficiency, you see that 2 shepherds and 1 salvage rig burn the same amount of fuel per light year, but rig gives you more bonus.
If you compare their supply efficiency, you see that 2 shepherds are costlier while giving less of a bonus.
More, if you go to the extremes and want 100% salvage bonus, 10 shepherds give 1000 cargo space and 400 fuel capacity, use 30 supplies/month and burn 10 fuel/ly, while 4 salvage rigs, a colossus and a dram have 915 cargo space and 420 fuel capacity, use 20 supplies/month and burn 12 fuel/ly.
So... It's more of a preference, it seems. Rig has advantage when need to have less ships because of limits, though.