I've always considered shielding to be along the same lines as a bicycle lock or other form of protection of goods in the material world. A determined thief (or malicious entity) is likely to find ways to bypass whatever security measures you take. Hopefully, it will slow them down enough to encourage them to move on to an "easier" target.
In the material world, thieves and other malicious persons, look for vulnerabilities. They look for targets that haven't taken even the slightest precaution. Most are opportunists. My experience has been that the astral world is similar. If you wander around astral without so much as a shield, you are essentially a walking invitation. If you use appropriate shielding, the message that you send is, "I am prepared to defend myself and I'm paying attention to what's going on around me."
None of this really matters if you somehow become the target of a focused attack... Just as stalkers in the material world become focused on an individual and in many cases the precautions don't matter if the stalker is determined enough.
It is rare that an energy/entity/spirit/etc will attach itself so determinedly to an individual. The shields that you put up will, hopefully, give you a chance to retreat to safer ground.
I have always thought that it was kinda dumb to lock your car doors when all someone had to do was break the window to get what ever then wanted out of the car.... but it does work great to keep the lazy people out...or the stupid... I love the example by the way!