Well, the Raloz isn't meant to be anywhere near anything that can shoot it, so shields (or lack thereof) should be a redundant point.  The Neruda, on the other hand, frequently encounters hostiles (militia, hostile enemies you're trying to placate etc.)  so giving it shields (and therefore shield mitigation) would be a good idea.  This is especially true if the Vonturak and that santa's-sleigh thing have shields.

Don't all the Envoy Cruisers get that though?

They were initially, but it was found that they were too easy to use as invincible scouts so it was dropped.

Or you can wait until a cease fire at 3.5 relations before sending them in. The immunity is meant to help them deal with temporary dangers like passing a hostile grav well or getting out when an invading fleet comes.

Do a mission, research techs to give you the +3 bonus, research resource giving and its related techs, which lets you get another temporary +3 with a very small donation, giving you enough time to get envoys in. Keep your fleet strength up so you don't have the fleet penalty dragging you down.