I mean, a lot of ults are hard to shut down. It's kind of the point. And her ult is more easy to avoid than others.
That hasn't been my experience. There are multiple ways to shut down, say, reaper, even if you're late on realizing he's using his ult. I've turned around as D.Va and DMed him pretty often. Mei can put up a wall, Reinhardt has his shield, people can shoot him down beforerun he gets off much damage, etc. I've probably been killed less than half the times that McCree used his ult on me. Between just being able to run and hide, I usually play D.VA, so she has high health so he takes a while to lock in, and if he does, I can DM him, and if I can't, I still survive on foot. And D.Va's ult is especially weak, which makes me sad because she's my favorite. It's useful against new players who don't know what their doing and very specific situations. But Reinhardt can take not only protect himself, but his entire team with his shield without much issue, Mei's wall can negate it, and failing that, you can hide behind anything. It's pretty embarassing when your enemy can survive a megaton explosion by hiding behind a signpost.
With Mei...you can only hope that you're outside enough to get away. You can counter her with Genji's reflect or D.Va's DM, but that's chance and you can't plan for it because it happens so fast. I've only very rarely been able to turn things around while she's using her ult. Usually, the most I can hope for is to survive it, but she's insanely tough to take down. the Ult heals her, she's usually freezing me with her hairdryer while the little robot is doing it's thing, and even if I get her on the ropes, she can ice cacoon up. So I can sometimes survive Mei, but I never have a "oh, I see what your doing there" moment like I do with many other characters where I can actually counter their moves.
Ultimates are...well, ultimate attacks, so they should be powerful and difficult to stop. But they're not on the same level at all I feel. And combine that with Mei's cockroach like survivability, I find her difficult to counter effectively. I'm not saying she's broken, because she's obviously not powerful enough to ruin the game or anything. But she might be the hardest character to actually kill. A hefty 250 HP, able to create a barrier, able to armor lock, able to has weapons that inhibit capacity to defend yourself, and an ult that's basically only survivable, not really counterable. I only ever feel safe engaging her as a sniper, because she's slow and doesn't have much in the way of long distance (though even then, her icicle gun can get you if you're not careful)...and that's difficult for me because being Widow or Hanzo requires good aim, and I only occasionally have that.