If you do no refreshes a day (5 attempts total), on average there is about a 13% chance of getting 0 shards every day. So roughly once a week you should expect to not get any shards.
If you do one refresh a day (10 attempts total), on average the chance to get 0 shards drops to 1.7%. So roughly once every two months you should expect to not get any shards.
Don't do refreshes, and you may likely feel like you are 'always' getting 0 shards. Do refreshes, and getting 0 shards feels like a rare occurance. I personally enjoy feeling like I am getting shards everyday. Doing refreshes will help the feels.