Did you manage to work this out? I would be really surprised if shells can't be used with inertial loads. I don't have time to look into it now, but it seems like there must be a way to enter properties like thickness and density for the elements.
I'd agree with you Jerry...ran a simple case on a co-worker's computer and it appears that gravitational loads do effect the shell based mesh. I haven't had a chance to re-visit my assembly and troubleshoot. Will report back