Albino animals naturally die out faster than normal colored animals, because they stick out like a sore thumb. I also heard that they aren't as attractive as normal colored animals of that breed, and thus are less likely to find a mate.
I personally wouldn't shoot it unless it was a threat to me, my family, or my property.
These pictures were taken in Maine last year:
Field Notes
Kind of rare to see 1 albino moose, but twins...