I get 15,000-20,000 miles on the front pads and 30,000 on the rears. Only the fronts have the dust shields as they make most of the dust. The ones I have include vents which, purportedly, route the brake dust out on the inside of the wheel. The shields are actually keyed - you must put the left on the left, etc.
My driving is 75% freeway, 25% city. For many years I resisted putting these in having heard the same thing.
Given that it takes me 30 minutes to change the front pads and another hour to change the discs (@<$40 the pair OEM!) every third pad change, I will swap the allegedly faster wear rate for less cleaning chores any day. Have you ever tried cleaning Bundt or 15 hole W126 front wheels after a while when the brake dust becomes rock hard?
If you race or drive hard, I cannot advise you as I have no data.
Since I changed to the 8 hole wheels (with dust shields) they get dirty slower than the rears (no shields). Just check how many MBs (and BMWs) are driving around with black front wheels....