"have they ever complained or worried about having the shields up...?"
Since shields never are kept up as a default, even in high threat environments, this isn't really a question that needs to be asked - as it would be like asking "Have the brave submariners of SeaQuest ever complained about having to keep the hatches shut while underwater?". It apparently goes without saying - it's that serious and fundamental to the mechanics of Star Trek spaceflight.
We just can't conclusively figure out why it would be so fundamental, what with us not knowing much about the mechanics of Star Trek spaceflight. But there's no steering around it, no way to assert that shields can be kept up and therefore should. It's about fifty years too late for that now.
Timo Saloniemi