To the best of my knowledge, only the FRPP and the now-discontinued KB snout system were the only kits to include the shims. In fact, the KB kit came with two sets of shims and 5 pulleys. Of the 5 pulleys, if you go smaller than the mid-size pulley, you were instructed to use the larger, (thicker) shims.
Because only these two kits offered shims, I suspect that most pulley upgrade installs are "shim-less". Despite this few, if any, have reported belt slipping issues - which is really the only consequence of being shim-less.
The Whipple solutions include their own belt along with an idler pulley to bring the OEM tensioner back into it's OEM position. If your car had shims prior to going to the Whipple, it really wouldn't matter if they were left in place or not. The range of adjustability of the Whipple's idler pulley would easily accomodate either configuration.