1) Shanks wanted to pay respect to Rogers grave.
2) Shanks went there to return the Straw Hat to Rogers grave!
Why would Shanks do that though? Roger gave him the Straw Hat for a reason, so why would Shanks go to return it? We will get to that in a minute, but first…..How did Roger’s body get to Dawn Island? Well I believe Garp is the one who brought it there. After Roger was executed, I believe Garp asked Kong (Who was F. Admiral at the time) If he could be allowed to be the one to bury Roger’s body. Since Garp is the “Hero of the Marines” and Roger’s greatest rival, I believe that is more than enough reason for Kong to allow Garp to take Roger’s body….Especially since Kong seems to hold Garp in high regards.