I think i can explain.............
Think of how the model would look ingame if all parts had no shadeing, it would look 100% flat. Think about a shield like this:
without shading it would look liks this:

(its just an example <.<.) Just image the difference if bethwen what the 2 of those pictures would look ingame, one would look flat and the other like it had shape.
Shading is litteraly:
*Addings shadows to a object to make it look 3d, not 2d
*By adding shadow the object looks like it got a shape, even on a flat screen