#3 Disrupts the balance between heels and faces
Monday Night RAW had a shortage of credible heels, which was quickly mended by calling up Drew McIntyre and turning Strowman heel. The premier heels on the red brand include Ziggler, Strowman, McIntyre, and Corbin.
On the good side, we only have the members of the Shield as credible faces (sorry Finn). If Dean Ambrose turns heel, it takes the tally of top faces all the way to two. And it's not as if WWE has nuanced storytelling which will elevate other faces.
If the Shield is broken up by Ambrose, it throws the championship pictures into complete disarray. There won't be faces for the heels to feud with, and we may have to sit through Ziggler or Corbin taking on No Way Hose or someone like him.
Unless WWE doesn't build up another credible babyface, it'd be wise to keep the Dogs of War together.