no, that's perfectly correct. the energy you measure a photon is dependent on what frame of reference you have, being 'at rest' with it or 'moving' relative it. To define a intrinsic energy you have to be 'at rest' with your experimental setup. Light can both be said to 'red shift' and 'blue shift' depending on ones frame of reference, measuring it. It's in principle similar to two cars colliding, depending on relative speed(s), but in the photons frame we better avoid talking about 'mass'.
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