Depends on the tire. Some tires are not as heat sensitive as others. The advantage to shaving a street tire down from 8-11/32 to 3-4/32s is: you have shaved off all that squirmy extra tread, and you haven't heat cycled the tire yet. That means the rubber compound has a really high adhesion level, and will be more responsive to turn in etc.

Some tires "chunk" when unshaved, where whole tread blocks will just rip out of the tire. Though lately it certainly isn't a problem.