If the Calipers are working OK and the Heat Shields are not getting in the way of something I do not see any problem.

There has been a couple of threads were people have rbuilt their own calipers and found the Heat Shields did not fit well. It could be a some point someone replaced them and force them it and caused the warpage.
But, they have been on your car and evidently have caused you no problems.

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84 300D, 82 Volvo 244Gl Diesel