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Usually the factory shields matter. Depends on how good the engineers and bean counters were, and the standards of performance. There are cases where a tube or HV shield missing may not be noticeable and there are cases where it might be very noticeable. If you're chasing a noise issue it's a good idea to try to replace missing factory shields as a sanity check (even if you gotta wrap a tube in aluminum foil or put a soup or coffee can over something before spending too much time troubleshooting.
I've seen sets where lack of HV shielding wasn't noticable and sets where it is... usually but not always when lack of shielding is noticable there's some corona or mild arcing somewhere.
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