Got a curt hitch for my 2014 Forester XT w dual exhaust - after starting to watch videos on installation I figure I'd just take it to Burnsville Hitch and have them install it. Every video I've seen has the techs cutting out the heat shields and then reinstalling after the hitch is in place. Well the guy here is trying to convince me to leave them off - that they rattle around - that he's installed 200 of these things and they always just leave the shields off ...
I would probably keep the heat shields on if you can. They put them on there for a reason, I wouldn't want to find out what that reason is if I were you.
In my personal opinion, I think you'll be just fine without the heat shields. The mufflers don't get that hot, and there is nothing heat sensitive that is being covered.
When I installed my hitch on my 2016 foz, I trimmed my heat shield and reinstalled it. No rattles yet. If it does ever rattle, it's easy to access and bend.