See https://github.com/jspm/jspm-cli/pull/2200 and https://github.com/jspm/jspm-cli/issues/2197#issuecomment-269520408 for discussion. The `.js` extension should not be included in `shim` configurations.
I have tested this by doing `jspm install angular-ui-router@0.3.1 -o '{"main": "release/angular-ui-router.js", "shim": {"release/angular-ui-router": {"deps": ["angular"]}},"dependencies": {"angular": "*"}}'` locally and verified that it works.