How does one put player skulls into a Shulker box?

You're forgetting Damage:3s to indicate it's a player skull.

/give @p minecraft:black_shulker_box 1 0 {BlockEntityTag:{Items:[{Slot:0b,id:"minecraft:skull",Damage:3s,Count:64b,tag:{SkullOwner:"MHF_Enderman"}}]}}