An age old question most people never talk about. The honest truth is that there hasn't been a lot of research in this area since the issue isn't threatening to a person's health, it is just a matter of curiosity for individuals and scientists. So truly, there has been little money or motivation for serious research to take place.
This leaves us in the realm of theory, and a few have been presented. The formal name for the sydnrome or condition you mention, believe it or not, is Post-micturition convulsion syndrome. Yes, I had to look that up.
Some suggest that the sudden expulsion of a relatively large amount of body temperature fluid causes a chill. Some link it to a drop in blood pressure. The most likely theory at this point is that the shiver is simply a reflex of the parasympathetic nerve.