There is a kind of shapeshifting done through advanced trance work, but this is more of a projection of consciousness than actually transforming and wandering about like you would as a human. It's not usually a visible transformation that others will notice unless they're psychically sensitive and can identify this projection. You might ask, What's the purpose of changing shape if no one can see me?" The purpose of changing your projected shape is to change the way your consciousness and Will are expressed and acted upon, and to change your perception of the world around you.
Think of it like using a telescope to see, versus just looking out the window. With the telescope you can hone in (mentally) on certain things out of your normal reach, but it doesn't bring you physically closer. You still have to make the journey, but at least now you have an idea of where everything is.
Or, another metaphor could be a house: Reality/your surroundings are the house, and you're on the outside. You look in one window, the Human window, and you can only see so much. So you move to the Cat window, then the Tree window, then the Fish window, to get a more complete understanding of what is inside.
Yay metaphors!! :/