Many moons ago, back when I was at University (and studying zoology formally, instead of just as a hobby), the great majority of invertebrate-eating, non-flying, placental mammals were placed in a single group, the Insectivores. Even then there was some suspicion that this was a bit of a "wastebasket taxon", a group of animals placed together because it wasn't obvious what else to do with them. Molecular phylogenetics and cladistics were still in their infancy in those days, and, so far as I recall, the latter was never even mentioned.
Since then, things have changed, giving us a better picture of evolutionary relationships overall. Among other things, the number of animals that really belonged in the Insectivora was whittled away, as we discovered where the things we'd thrown into the wastebasket really belonged. The rump of the group, a genuine evolutionary unit that now goes by the less accessible name of "Eulipotyphla", does, however, still contain its most familiar members, animals such as shrews, moles, and hedgehogs.
Part of the problem is that these are relatively unspecialised mammals, in the sense that they remain broadly similar to what we think the first ever placentals looked like. Moles, of course, have adapted to a burrowing underground lifestyle that makes them fairly distinctive, but this is rather less true of their relatives. This also makes things difficult when we're looking at fossils, and we're trying to figure out just how far down the placental family tree any given suspected small insectivorous animal actually is.