I think that most situations tend to ground USB shields. That does not always apply to other type connector shields. Other types of connectors might use a HV capacitor or capacitor paralleled with a high ohm resistor. For some connectors, it depends on whether one or both ends of the cable are wired to avoid ground loops and the what you need to filter out. Sometimes, you might need a placeholder to detemine the proper solution based on testing. Many times the risk is based on differing GND potentials that a shield wire might bridge. USB tends to be short distances so a direct connection might be less risk than something like an ethernet connector shield.
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