Of course you need an explanation for the shapeshifting.
I would mind less if there's a reasonable reason for this sort of thing.
Anyway, shapeshifting strikes me as something a military government would experiment with. Probably Legal Class 1, which is restricted to military use, and being illegal for anyone else.
You could be one that escaped before being brainwashed or whatever.
I'll set up a template for it then..
“She'd become a governess. It was one of the few jobs a known lady could do. And she'd taken to it well. She'd sworn that if she did indeed ever find herself dancing on rooftops with chimney sweeps she'd beat herself to death with her own umbrella.”
― Hogfather