Here's my problem with it...bonuses should be applied for playing the game as its intended to be played, but executed very well. All the other bonuses are rewarding us for doing things we're "supposed to do"....ie kill mobs (or stealth past them all), break boxes, not die, not leave.
We're not NOT supposed to use the shrines. They're there, they're for us to use. Not using them is just an arbitrary way to increase the challenge, its rewarding you for handcuffing yourself rather than for playing well. It'd be like having a "non-proficient weapon" bonus or a "didn't use any spells" bonus...yeah its a challenge, its just an arbitrary one.