I have a 2003 Impreza TSI and it has never had any problems. Until now…I just had it taken to a Subaru dealer and told that the heat shield was the noise problem. Solution…they removed the heat shield near the exhaust and said it was not needed. They stated it is a common problem with Subarus and other cars as well but that the heat shield is not needed. So, as long as I don’t park over dry leaves or grass, I should be ok. I just wonder about a part that is put in at factory that does not need to be replaced when it goes bad.
Because people are dumb, and park over flammable stuff like dry leaves and grass. If heat shields were not installed, there would be far more fires (with loss of property, and sometimes injury or death). If you choose to remove yours, you’re responsible for the consequences, although I’m sure a typical jury could be persuaded otherwise.
Some heat shields go above the hot component to protect the car and its interior. Others go below to reduce the chance of igniting debris. It sounds as though yours is the latter type. If that is so, don’t park in the forest and you should be all right.