Here's some of Daddy's thoughts. The shim doesn't distribute weight per se. What it does do is prevent the heatsink from 'cocking' when fastening the clips. If the hsf is not flat against the core when the clips are fastened, the edge of the chip will crack.
The thermal pathway issue is a little more complex.The Socket A cpu has the primary pathway to the heatsink base, but, the ceramic base does provide a secondary pathway. The shim effectively connects both the primary and secondary. Since the hsf is hotter than the ceramic, heat will flow off the heatsink, which is not good. The fan has no effect on cooling the shim or the ceramic base.
The last issue is that if the shim is not manufactured to precise measurements, or is warped at all, it has the potential to prevent the hsf from seating firmly against the core. Thermal expansion can create problems here. AMD specs 12-20lbs pressure between the hsf and core and the shim must not reduce the pressure.
In a nutshell, a good shim protects the edge of the core, but they don't provide any better cooling, considering all the issues in effectively measuring Socket A temps.