Shaykh ibn 'Uthaymeen - may Allah have mercy upon him - said explaining the hadeeth of the Prophet: Seven [types of people] will be shaded by Allah underneath His shade the day when there is no shade but His [Reported by Bukhaaree, Kitaab al-athaan no. 660 and Muslim, Kitaab al-Zakaah no. 1031] He said:

Here, a very important question arises which I would like to bring to your attention and that is, some people believe that the meaning of shade in the hadeeth is the shade of the Lord the Most High, and this is a very wrong assumption, no one will assume such a thing but an ignorant person. This is because the people will be on the earth and this shade is due to the sun, so if this shade was that of the Lord Most High then this would imply that the sun would be above Allah, and this is something impossible that will not happen, since Allah - Glorified be He - is above His creation and encompasses everything.

But the meaning [in the hadeeth] is [rather] the shade that Allah will create that day providing shade for those who deserve it. Allah only ascribed this shade to Himself because no one will be able to provide shade but Him. There will not be any buildings or anything to put above  the heads of people there will only be the shade that Allah will create for His [believing] slaves on that day.

This is why Allah attributed the shade to Himself, to show how special it is [and out of honour, since anything attributed to Allah is honourable]