This is ultimately up to the creator's preference. As far as proper nouns like character names are concerned, you will find lots of inconsistencies. シィ is not the most common way of elongating シ, but uncommon spellings like this sometimes feel more exotic or fascinating. 'Mary' is usually katakanized as マリー in academic contexts, but マリィ is also very common in fictional works.
As for リュウ, there is another reason. As a rule, Pokémon names have to be always in katakana, but etymologically, they contain many Japanese- or Chinese-origin words (wago and kango) that are normally written in hiragana or kanji. In such cases, people usually follow the original, hiragana rules of elongating vowels. For example, in real biological contexts, オオカミ (wolf) is not オーカミ, and コウモリ (bat) is not コーモリ because these are traditional Japanese words (see also this). However, this is not an ironclad rule when naming fictional characters, and you will see both リュウ and リュー in the name of dragon-like Pokémons.
To take another example, the standard katakana spellings of Tokyo and New York are トウキョウ and ニューヨーク, respectively. The former does not use long vowel markers because it's a Japanese word that is normally written in kanji (東京). However, トーキョー is not an uncommon spelling in manga, ads and such when people want to emphasize the vibe of "Tokyo as an international city" or "Cyberpunk Tokyo". In the field of creative writing and branding, people sometimes intentionally use ニュウヨーク or even ニュウヨォク to add some additional exotic flavor.