I guess it would be weird if the US:CO:Weld network consists solely of roads that happen to be accessible from the Interstate, kind of an arbitrary distinction. Would the general public be surprised if the other roads in that same numbering scheme wound up with shields on maps even though they don’t appear on signs?
There’s plenty of precedent for counties publishing county road maps with shields on them instead of shelling out the money to post equivalent signs, or the signs are entirely different. For example, Union County, Ohio, has always marked their county roads with county shapes on maps but plain square signs out in the field. ODOT tends to omit county and township road shields from the signs they install. Even when they do include them, they completely ignore the cacophony of locally designed shields in favor of state-issue designs.
I missed an important qualification: this is our longtime practice in certain counties of Ohio and Indiana that systematically number county and township routes according to a street grid, similar to how cities number their streets. Other parts of these states actually number routes over mostly unnumbered streets. These streets are part of route relations even if there are no shields.
The presence or absence of a route relation isn’t a very straightforward way to indicate whether a road network is marked with a particular kind of sign. The route relations in northwestern Ohio and much of Indiana are just a pragmatic exception that data consumers shouldn’t read too much into.