[s-cars] Exhaust heat shielding

[riff944 at cox.net]

Audi pilots-

During the bumper cap fix on my car/oil change, I was looking at my stock exhaust.  Seems that the heat shielding on the down pipe and cross over (under) to the cats is rusting ut something fierce.  Do people still have this in place?  How necessary is it, should I simply remove it?  Do the aftermarket exhaust upgrades have any heat shielding here?

I would rather remove it than have it clunk around down there, but if it is serving a real need, should I replace with some exhaust wrap?

TIA,
Riff

'95 //S6