I can see where djinn could mistakenly be equated to shadow people because there are some cases where they are depicted as shadow-like beings and are known for their whispers which is another trait shadow people seem to have. There is also the trait where they can manifest in a persons dreams.
The difference is that the intentions of the whispers and dreams are not the same. Shadow people do it typically to induce fear because they use it as a food source while djinn typically do it to attract or tempt the person at hand. There are rare occasions where they do this with the intent to be aggressive but you would have to provoke them in order for it to happen.
Another thing to mention is that the djinn shadow-like depiction isn’t common amongst believers and they are mostly known to take the shapes of animals, people, or objects (they appear how they would in this world unlike the shadow people as they appear as literal shadows).
It actually goes as far as those who follow Islam are encouraged to keep their dogs outside (especially black ones) for they could be a djinn in disguise. The same goes for the removal of snakes. I will say that djinn are known for possessing things so there is an alternative belief that this is how they manifest themselves in this world. The only way you can tell that a djinn is present is by the coloration of the eyes.
Anyway, I wanted to establish even further differences aside from their energetic make-up. They do overlap in ways but usually their intentions of doing the same things are different.
Added: I forgot to mention that shadow people are also known for possession so this is another commonality I forgot to mention. However, in this case I would say that the intentions are the same.