Lorne is willing to admit some surprise that he's actually winning by any measure, but he's got at least a decade and a half if not two on all of these children, and clearly a better grasp on strategy and leading aim. Running around isn't going to help Lorne much given the depth of the snow, either, so he largely stays put and manages to dodge or bat down most of what comes his way. Not everything; it's possible he lets a few more snowballs through his defense than if he were trying to get them all. The ones that won't hit his head, typically.

The Shepherd's 'innocent' whistling is anything but-- who ever whistles like that and is actually innocent, Lorne has to wonder. The accompanying statement only raises Lorne's suspicions that he's about to get a snowball to the face from a Shepherd but this runs up against his existing understanding of Shepherd behavior. This is likely the only reason Lorne does not immediately turn Dain's way to throw a pre-emptive snowball in his direction, and instead snaps his head back and forth between children and Shepherd several times while his worldview struggles to catch up to this new information.