Axle noises mystery solved - CV Axle Dust Shield.. continued story

So I replaced my CV drivers side axle with one I bought on Ebay months ago. When I pulled the existing axle out, the dust shield against the transfer case fell on the ground. I figured, no big deal. The Ebay axle did not have a dust shield. So, I slipped one on it and installed it. With that it started to "chirp" when driven as it spins.... So, I went to Autozone and looked at their Duralast axle they sell, it does not come with a dust shield. I then went to O'Reilly's and had them pull out the axle they sell, theirs does come with a dust shield pressed onto the stub axle. I'm baffled as to why some come with the dust shield and some don't. The dealership does sell the dust shield $44... The chirping sound is becoming less and less but, is it okay to leave it as is or should I get an axle with one pressed on?

 

Buy the shield and press it on