depends on what you want to do, and what lamp you shutter..
Shutter the leading lamp, and the print results should not change much, but the amount of UV energy is reduce, thus lowering the amount of heat being absorbed by your media, and it should reduce the media bowing up off the platen.
shutter your trailing lamp, and your print will gloss up, to almost a solvent type finish if your shutters do not leak any light at all.
running with a closed shutter may not result in a full cure if you are running your highest output speeds unless you also have controls for bulb power as well..