It’s up to you. I recommend putting the shields back on, so that’s my official position. The reality is if you want to, that’s fine, and if you don’t that’s perfectly OK as well. It’s your choice and your preference. As for me, if I have a bearing that has shields, those shields go back on, but that’s my choice. I just like things all “proper” and “buttoned up”, but that’s just me.
You don’t have to put the shields back on, however some people (myself included) put them back on to help prevent things from getting into the bearing.
I recommend not putting them back on. You can lube it whenever, it’s a pain to get them back on, it is also easier to clean so you don’t repeat the above^.