Are brake dust shields bad for break pads/rotors?

I have an '06 Wrangler Rubicon (Dana 30 solid front axle) and the alloy rims get coated with brake dust in a very short time after cleaning. I don't ride the brakes, even downshift for deceleration, but within a week the front rims are dark gray with dust. Will dust shields cause over heating or any other problems? I don't mind getting the thing muddy but the dust makes my ride look like I don't care.