Other enemies have the same ability which returns it to the staging area after it attacks, if it is dealt a shadow card with no effect. I never had a problem with this and returned the enemy if its shadow card section was blank. However, I was attempting the latest quest and someone said that a shadow card might not be blank, but still have 'no effect'. I got Black Uruks as a shadow, which only has an effect if the attack is undefended. Normally I would not return the Wargs, but strictly speaking, this shadow card did have 'no effect'. What is the official ruling of 'shadow card with no effect'? This may have come up much earlier, long before Mountain Warg came into being, but since I thought I had no problem, I never checked.
Hopefully it is only shadow cards with no shadow section that count as that is the simplest solution. The other opens the proverbial 'Can of Worms'. Eg:- A shadow card may add to the attack of the enemy, but if the defender has enough defence, it wont 'effect' the game, only the Warg. Cheers!