In one of the studies cited by this one it's implied that the number is around 30% (in Australia):
In total, 545 Shigella isolates (364 Shigella sonnei and 181 Shigella flexneri) isolates underwent WGS, representing 42.9% (545/1269) of shigellosis notifications in Victoria over the study period. The median age was 35 years (interquartile range 27–48; range 0–83), with a male to female ratio of 2.4:1.0 (Supplementary Figure 1). Over one-third of cases (36.0%; 196/545) were associated with overseas travel as a primary risk factor, and 176 (32.3%) cases identified MSM as a primary risk factor.
And 60% for the specific strain associated with sexual transmission and higher antibiotic resistance:
In contrast to the travel-associated lineages, S. sonnei cases in BP3 were significantly associated with MSM, with 61% (97/159) of males in this lineage reporting MSM as a primary risk factor (Figure 1; Table 1).
Although I'm also reading that it differs a lot by region because of different hygiene/public health standards so the numbers might be different elsewhere.