To those who love their plants, this is a common practice. To others it may be too much of a job. Some gardeners use such light coverings to protect tender plants from sleet. Snow also can destroy azaleas and other fine shrubs with brittle branches. As the snow accumulates, the plants can be saved by gentle strokes of the branches from beneath with a broom to remove the load of snow.
Some plants do best in partial shade.
However, there are two kinds of shade. Generally azaleas do not do well in the dead shade of a solid wall. But the aucuba does well there. Neither azaleas nor aucuba will do well in open sun. Many kinds of ornamental plants do best in moving shade.