In most cases, tube shields are not there to "shield" in any electrical sense.
They are intended to hold the tube still and keep microphonics in check.
They don't always work, but more often than not they do.
They are also a good idea for protection if the area around the tubes is too easily accessed by foreign objects.
As to whether they make any real difference in sound, I personally don't feel they do. BUT - if YOU can hear the difference, then that is all that matters. It won't hurt anything either way.
Play on and use your ears!
Therefore, all progress depends on the unreasonable man.
-George Bernard Shaw