As Andy says, they're a 'anti squeal' shim; they help to eliminate high frequency vibration that we hear as squeal. They work well on some vehicles, and less so on others. There are some notable examples of vehicles where to remove them is to be bugged by a squeal any time the brakes are applied lightly. One would think that given that the piston is pushing the pad into the disc, they shouldn't do a **** thing, but it's a harmonics thing... suffice to say, if the factory has fitted them, you might as well refit them... if you've lost one, then only you in your particular cirumstances can decide whether replacement is justifable or not... some combintations of disc (wear also), pad squeal more than others as no doubt most of you have experienced at some stage.
Bottom line, they're not a safety item, you won't die without them.
Pad manufacturers over the last 10 years (longer than that actually, since asbestos was removed from their diet) have put a lot of effort into developing compounds that deal well with heat transfer, and a lot of effort has also been put into the ideal backing plates. Some of them... plenty of junky pads out there, although bikers are fortunately not as likely to run across those as car drivers.
Typically anti-rattle items are clips designed to give the pads tension in their mountings... some calipers have these, some do not. Again, not a safety item.
The shims won't do bugger all for heat transfer reduction.
One benefit they do provide is somewhere to put a little brake grease when installing new pads. Obviously any lubrication is the last thing you want on your friction surfaces, so having something to smear them between (the shim and the backing plate) is convenient. Again, the brake grease is designed to alter the harmonics of the sedtup, again reducing the tendency of brakes to squeal under light application. Without shims you're only option is to delicately smear grease on the face of the piston, where it touches the backing plate. IMHO it's worth doing if you have the right grease available.
Don't use any old grease for this, it's not designed for the heat load... I've had the pleasure of trying a good range of products, and I keep coming back to
this. A small sachet will keep you going for 5-6 pad changes, and it's also good for lubing slides on sliding calipers (like the SV650 has).