Neither is it in my non-flying RV-8 either. But anticipating a potential long term issue, I added a heat shield anyway as cheap insurance figuring doing so certainly can't hurt a doggone thing. Judgment call.
The part that's closest is the rod-end fitting with the plastic sleeve and the rubber boot. Unfortunately I don't think I have enough room for a heat shield. How far off the exhaust tube does the shield stand? If it's less than 1/2" it might work.