Heck, for about a minute, the Turtles seriously thought the Channel 6 team WAS dead. So it was also a victory in that he proved to them that they should've been taking him seriously all those years rather than making a joke out of him. He pretty much redeemed his role as a serious villain right there.
And, while I haven't seen all of the Red Sky episodes, I think the destruction of the Channel 6 building made the Turtles' lives difficult even AFTER Shredder was finally defeated. Following that event, the Turtles were labeled as public enemies by Burne Thompson, causing everyone to lose trust in them, which made Lord Dregg's plan go smoother than it would've if the Turtles were able to convince the civilians of his deception. Not to mention that April had to struggle as a freelance reporter for the rest of the series. So Shredder's victory in that one episode made everyone's lives incredibly difficult for several years/nearly unknowingly caused a successful alien invasion. It was a huge victory psychologically, even if he didn't physically win anything other than the destruction of a(n evacuated) skyscraper.