Shapeshifting is something that Strange also isn't interested in. He gives Billie a quizzical look as she mentions shapeshifting, but goes back to focus on the wolf instead.

"We should also set up shifts. It'll be damn suspicious if there's a large group of people hanging around a specific building. Likewise, some of us have things we already agreed to do. It would be equally suspicious if we missed our obligations."

Granted, Strange's obligations are more along the lines of 'get down to Didymos for a day or two to research' and less 'anything pressing.' But as much as he wants to help the captain, he's not going to completely abandon his own goals at the drop of a hat.