The presumed high affinity for SHBG is due to it's structural similarity to other compounds with high SHBG binding affinity. Masteron, Proviron, and DHT all have the same structure on the C and D rings of the steroid nucleus, while Superdrol differs in the 17a methyl group. Mestanolone is the same as Superdrol aside from lacking the 2a methyl group which is on the A ring. Winstrol has the same C and D ring configuration as Superdrol aside from the steriochemistry of the 17th position hydroxyl and methyl groups. All of these compounds have high SHBG binding affinity.
I can't find any good research into where exactly SHBG binds on the molecule but it would be very difficult to make any case for Superdrol not having high SHBG binding affinity due to it's similarity to other DHT derivatives that do. I really have no idea how it provides the gains it does if it has a high SHBG binding affinity.
Also, I don't suffer bad side effects from Superdrol at 20 mg a day, yet at 25 mg a day I feel like I'm going to die. And after three weeks it goes from being amazing to doing nothing unless I up the dosage. Even an increase from 20 to 25 mg will make it as effective was it was prior to hitting the wall. And to make it weirder, 15mg doesn't do much for me but 20mg is amazing for 3 weeks. It's a really confusing steroid all around.