Shopping experience is all touch points, communications, and interactions a person has with your brand across channels. It is how the person feels along their customer journey. The UX on site, the payment options, the email marketing, the retargeting on social media, the offline locations, the word of mouth, influencer marketing, the organic forum discussions about the brand, the product quality, the packaging - it is all part of the shopping experience.
All those moving parts can make a person feel good or bad about a brand even without buying. So in order to make them buy and buy repeatedly, brands work on smoothing out the shopping experience, controlling and optimizing all the touch points under their control. Thus, when something outside of their control happens - a unhappy customer complains on Facebook, the shopping experience of everyone else is not ruined because all other parts work well together.