"Yes they do, and I believe they benefit from it as well. I seldom feed with the shim, but always put them on in the Fall. If you do plan to feed dry sugar just as insurance, don't put it on too early or they will just cart it out and dump it on the ground. You have to wait until the weather is cold enough that they won't fly before putting the dry sugar on."just to add to what robo said, i discovered by accident/trying/learning what he said about the bees liking and benefiting from the extra space whether you have feed on or not. like robo, i seldom feed, but i put the shims on in the fall in case i need to feed. what i have found is if i need to feed, the shim provides the extra space to quickly shove fondant or a patty of some sort on top of the frames on a warmer winter day; easier and quicker than shoving on underneath the inner cover and mashing it down, unless 'pre mashed' to fit.....
what i also discovered or have observed as already said, the bees sure seem to like the little extra cluster space above them even without any feed on, with no detrimental effects. not sure why, but it sure works for me, and has.