Sorry, I was crabby earlier and taking it out on the wrong people like a weirdo. Anyway, you also forget that if it's a good city, it is well-defended too. So you've got to waste MORE shields taking the army up there to take the city down, then more turns waiting for the benefits if the city is in resistance. Basically, just BUILDING the city ensures that it is yours, allows you to cultivate it to your civ's tastes and in the long run saves you a lot of both shields and time.