They are fitted for two primary reasons:
1. they prevent dissimilar  / uneven cooling on each side.
2. they prevent mud / dust / water  / stones from contacting the inner face and inevitably ending up in the calliper / pad or worse, between pad and rotor.
Whether you fit them back on or not is a moot point in most cases, but if you have ever seen rotor cementation from thermal cycling, then you'd be aware of the necessity / relevance.
They will reduce warpage over time if the thermal cycling temp ratios are high.
If you never get hot brakes, never tow or go offroad, then you might find little to no requirement for them.
On vented rotors fitted to some other makes, the dust shield also serves as a directional air cooling duct/guide, which actually aides even rotor cooling. It depends on the manufacturer.
				
			 
			
		 
			
				
			
				
			
			
				Roads?.. Where we're going, we don't need roads...
MY92 RRC 3.9 Ardennes Green
MY93 RRC LSE 300tdi/R380/LT230 British Racing Green
MY99 D2 V8 Kinversand
			
			
		 
	
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