It is not at all clear from the accident record that shutting down the engine(s) is a wise move when making a gear up landing.
There certainly are cases where the engine was 'saved' but there are also cases where the pilot spends so much time faffing about bumping props etc that he stalls the aircraft or misjudges the shutdown point and lands short.
There may also be cases where idling props break off on ground contact and injure someone (although I am not aware of this ever happening). I am aware of fatalities when a prop driven at full power hits the ground during a botched go around.