I always used to think that bothering to clear snow of shrubs and bushes was for the pedentic gardener. I found out to my cost the amount of damage snow can do.
Snow is very heavy, it forces the branches down and this can make them snap. When it is very cold, the snow pushes the branches downwards, and then the snow freezes and this holds the branches in place, placing the shrub under tension and strain.
It seems hard to imagine, but the sheer weight of snow snapped the branches of an Elaeagnus, some of them were around 8cms/3" wide and it hardly seems credible that snow could damage such strong branches. The snow gets into the centre of the shrub, forces the branches out and they snap under the strain.
The first image is a bamboo which you can see is completely buried under the snow and it's easy to see if it is left like that for several days how the stems will be damaged. The second image shows the bamboo with the snow cleared off and it is standing upright again.
Evergreen shrubs are most at risk because of their leaf canopy over winter. So it isn't just work for work's sake, if there is a heavy snow fall and no immediate thaw, especially if it freezes, it is best to clear the snow off shrubs to avoid them becoming damaged.
Video about snow damage
More winter gardening tips.