The web shield is possibly the most important shield, given that the majority of malware comes via the internet.
Much of the internet is now on https, so to ignore that fact and not scan it when it is possible to scan that content now, exposes you to more risk.
If you use an email client (not webmail) you really should scan email. What is being scanned is the individual email as it is being intercepted before it ends up in the InBox. So it isn't scanning the inbox file as such.
That said if there is any corruption (power out, etc.) the inbox is at risk as it is an open file, when you lose power that can possibly corrupt open files.
You need to use your inbox as if it were an InTray on your desk, you don't use that for storage, you read the information (deal with it, reply, etc.) and then you move it to your filing cabinet in a file folder appropriate to its content. This way you only have a small number of emails in your inbox should anything happen to it.
Currently I only have 5 emails in my inbox.
Contrary to popular belief "if you dont use a mail client you dont need the mail shield" I believe you should retain it. If it isn't in use it won't be using any resources. It may be the first indication that you have a hidden or undetected email spambot on your system. Theses spambots have a very small email program so they don't need yours even if you had one.