and he's just all-around exactly the kind of person who would feel flattered and smug about having a shrine, so I feel like he'd have no reason to even suggest putting them away? :)

Ot1h, yes, he is EXACTLY that kind of person, lol (and also, to be fair, a literal god). Otoh, I feel like the shrine might represent all the thousands of years Shen Wei spent alone, longing from afar, and that might make ZYL understandably sad...