As someone who buys lots of used records, the ones still in shrink are almost always better preserved on both the spline and cover. I wouldn't pay more for one that was still in shrink, but I don't mind having that info when I buy something especially online. If it's gatefold, I take the shrink off, but if not, I keep the shrink on because it won't damage the records since I store em behind the sleeve.
Depends on the type and condition of shrink, but I usually keep it on non-gatefold lps and box sets if it’s not crazy tight, in decent condition and there’s no melted seams anywhere. And everything gets an outer, shrink or no.