If you shrink wrap the block, if you ever wanted to sell it, how would you verify what you had in it? Half the fun of having a collection is being able to view them.
Even if you just put them into the sleeve once, and take them out once (to sell in bulk) you are risking damage if you don't plan on keeping it in the sleeve forever in your own collection. Shrink wrap is easily removable. It is just to protect them in the interim.