Historically, almost all English counties were called “shires” (e.g., Yorkshire, Lancashire, Devonshire). Some never adopted the suffix (e.g., Kent, Sussex, Essex, Norfolk, Suffolk) because they originated from older kingdoms (e.g., East Saxons → Essex). Those lacking “-shire” are still shires in the historical sense.
Many counties that don't end in "shire" are still historically shires. For example: