Are untargeted characters able to make a shape change roll? I would say no because EE states...

Hit targets are dealt damage normally, other hit characters...

Whereas Shape Change states

When this character is chosen as the target of an attack.

you are correct the characters that are in the AoE are not targeted and as such do not get to roll Shape Change.

No Shape Change, but Super Senses works, right?

Yes, Super senses works off of a hit, not off targeting.

Maraud and sae have it right

EE 'splash' does not target, so no Shape Change
Super Senses is an attack triggered effect, so dodge away

If this is the case, then why do they get their ES/D modifier?

Because ES/D does not require that the character is targeted.

Ah. Correct. Don't have an easily accessed PAC. Thanks.