I like my heat shield when doing hot reloads as I tend to hold the shotgun slightly forward of the receiver. The rest of the time not so much.
It was easier to add a $13 heat shield than change a fifty year habit. The metal heat shields don't shield heat for long, they get hot after awhile. The fiberglass/resin shields seem to perform much better at reducing heat.
If your not going to run a full tube through the gun and then immediately reload I wouldn't worry about a heat shield.