That's why they put rubber boots and chrome covers on the fork sliders way back when, but mostly they stopped kicked-up gravel from dinging the chrome-plated shafts. And in the case of the covers, they trapped moisture, the shafts rusted and took out the seals that way.
In the back, the main risk is debris lofted by the tire. Nothing big's gonna make it all the way forward to the shock, but water and mud might. The shock should be able to handle that fine.
My KLR 650 has a similar single shock set-up. All the experts were recommending cutting up some inner tube rubber and riveting it aft the shock to provide similar protection. I didn't, and 30,000 miles later, the shock shaft, spring and body look and work just fine.
dj that looks like a shock warmer. It provides the same purpose as tire warmers. It preheats the shock oil so that the oil is approx the same temp as when it warms up naturally. They work slick!
And just so people dont think Ive been "hittin da pipe" heres a link to the Traxxion Dynamics one.