Since we don't have official statements regarding this, these are just my thoughts regarding the case of Shay Cormac killing Charles Dorian. If we go back to the events of Assassin's Creed: Unity, during the induction of Arno into the Assassins Brotherhood, we see Arno chasing his father's killer. When he catches up to the killer, he sees himself under the shroud of the hooded figure. We can deduce this as Arno being guilty of indirectly causing his father's death. Not only that, Arno wouldn't have any trace of finding Shay Cormac, to begin with. Hence, I highly believe that Arno solely focused on solving the death of Mister de la Serre instead of trying to hunt down Shay Cormac.