Good question, but, No. Shims really don't wear to any appreciable degree. However, valve faces and valve seats do wear and get pounded down over time, which causes the clearances to get tighter. Going to the loose end reduces the chances that the clearances will drop dangerously low before the next checkup.
Ok thanks for the great info. The shims must be designed to wear different on car engines since anytime I've checked and adjusted clearances I've aimed for the mid range and end up using a mix of old and new shims