I think mine has the shield, but I just got it delivered yesterday, and opened the box only to look at it briefly. Thanks for pointing it out, though, and confirming you've had no problems without the shield. I would have freaked out wondering if I failed to order a part or something!
My "BMW" axle on my passenger side was also reman'ed, and it cost almost three times as much (I guess the axle cost about $250, and the BMW sticker with the BMW part number cost $500). And that included them keeping my old axle (which probably wasn't worth much, but I'm a junk collector and would have liked to keep it).
Assuming I get my last part today (the shaft seal), I'll be getting real greasy tonight putting it all back together again!