I think you may be confusing vertical axis wind turbine based on lift mechanism as in an airplane wing, with the low efficiency models that are used to show the wind speed on rooftops as part of weather vane.
For example in a sail ship as opposed to intuition, the best wind is not the back wind which pushes the ship forward. it at best will push the ship with the speed of the wind minus frictions.
It is side wind at 90 degrees to the direction of the ship, because it gives lift to the sails, then the ship will go forward up to 8 times the speed of the wind.
These vertical axis wind turbines are designed to work based on the lift and they are designed not to create too much drag on the back swing. They are designed to turn in a way that they face the wind deploying in best angle of attack to gain lift and turn around and feather out to make the least drag, basically this aeronautic bias makes them embrace the wind regardless its direction.
Also any vertical shield would be an engineering headache to build and keep solid against 80-100 miles/hr winds.