Mshta.exe isn't normally launched by shells. When this does happen, it's possible an attacker is attempting to abuse mshta's ability to run arbitrary scripts and make network connections.
Sigma Detection Rule: https://github.com/SigmaHQ/sigma/blob/eb382c4a59b6d87e186ee269805fe2db2acf250e/rules/windows/process_creation/win_shell_spawn_mshta.yml