You first meet Shaun in the Institute and you can't bring companions there, so there wouldn't be any unique companion dialogue when meeting Shaun unless it's just unconnected audio assets leftover in the game data. Shaun does venture out onto the rooftop of CIT for a scene if you go through enough Institute quests, so there is potentially something Codsworth might say there. It might be worth experimenting with bringing him along at that point.