Mistwell
Crusty Old Meatwad
The thing that throws me off about this is the reason people don't walk around with shields equipped in Strahd is because they don't own shields. If they did, they would equip them all the time. Because it's not safe. Almost nothing and no place is safe in that adventure. Any day which doesn't end with you being bitten by a vampire, chewed on by a werewolf, assaulted by an intelligent plant or your spouse or children dragged off by Gods know what is a good day in that adventure.If walking around with a shield at the ready is rare enough to draw attention, then the town must be safe enough that the paladin shouldn't need the shield much. So if the issue is coming up often, that seems like a disconnect.
Ultimately, however, it's the DM's call. Myself, I prefer to handwave this kind of thing. I don't feel it adds anything to the game to fuss over whether the PCs have their gear ready at any given moment.
Moreover, it tends to hit martials much harder than casters. Does the DM make the party wizard keep track of what time of day they cast mage armor? It only lasts 8 hours, after all.
Personally, if I were DMing it I would not have the guards harass you much for equipping a shield. At least, they shouldn't be harassing you more or less than they otherwise would for being strangers in town. Heck a bunch of those towns have no guards anymore. They were all eaten. Or worse.