No. He shouldn't have. But its a fighting game. Stupid things like that are allowed and we have to swallow our pride.
Its not necessarilly how Superman did it that was the problem or a matter of durability for Shazam's body(as in both you could Say it makes sense since Superman is powerful enough) its in the fact that Shazam could have just speed blitzed away...
And had his jaw torn off?
Also, thank you to the OP for saying Captain Marvel. You're a champion.