Sure, why not. When their shield is gone they're normally dead anyways, regenerating health would only help if you somehow got them to escape- but you'd have to wait for their health to regen, so many players would find it would be best to just let them die and make another. It wouldn't change a thing.
"You've killed John Belushi, Chris Farley, Mitch Hedberg, Richard Pryor, and George Carlin. Congratulations Mr. Cook, you've killed comedy, will you please stop now?"
-R. Gabriel Turner