The bottom line is that CGC is in the business of grading, not of identifying first appearances. My understanding is that if you ask them to note something on the label, they will try to verify whether that information is accurate, and if it is, they'll add it. King Shark is probably not important enough a character for people to be asking them to confirm first appearances or cameos.
Historically, if you wanted to read a story, you needed to buy the original comic that the story appeared in. That's why Hulk 181 and Spider-man 300 go for more than the previous issue. People wanted to read the first story of a character, not a story that ended with a tease for the character. And it takes a long time for something like that to correct, if it ever does. Arguably, the original Valiant line changed the game, as they had a habit of introducing new characters with a last-page cameo for characters that they had already announced were going to be starring in their own series, and this happened at a time when people were speculating heavily on Valiant. First appearances of Harbinger were going for a ton when Eternal Warrior #4 hit the stand with a Bloodshot cameo, who had a series coming. Bloodshot #6 teased Ninjak. Shadowman #16 teased Dr. Mirage. So those books were gobbled up.
With collected editions and digital editions readily available for people to read, the first appearance, even if it's a cameo, carries a greater weight than it used to.