The behavior of porous materials under shock loading is a multi-scale problem bridging orders of magnitude across the macroscale geometry and the microscale pores. Under static loading, this problem is well understood, relating mechanisms of pore closure and crushing to the equivalent macroscale models. The dynamic response of porous solids under shock loading is related to the effects of viscoplasticity and micro-acceleration fields around the void boundaries. The significance of the micro-inertia effects in modeling the dynamic behavior of porous materials remains an open question. In this work, an experimental investigation on closed-cell porous aluminum with small porosity provides the evidence for the first time of micro-inertia's fundamental role in describing the shock structure in these materials. Materials with different levels of porosity were manufactured using a modified process of additive manufacturing to achieve a mean pore size below 50μm. Plate impact experiments on porous aluminum samples were conducted at pressures in the range of 2 to 11 GPa. The structure of the steady shock was characterized as a function of porosity and shown to validate behavior revealed by an analytical approach (Czarnota et al. [J. Mech. Phys. Solids 107 (2017)]), highlighting the fundamental role of micro-inertia effects in such cases.