They do keep the heat out of the engine bay, by keeping it in the turbo. Heard it increases oil coking on the bearings after shut down because they don't cool down as quickly as a heat shield would.
------------------------------------------------------------------ 1992 300ZX NA 5 Sp (Dead) 1990 300ZX NA Auto 2+2 (Dead) 1990 300ZX TT 5 Sp (Building) 2004 G35 Sport 6MT (DD)