I'm sorry, but it's actually the opposite, mate. But whether or not you need a shock dampener depends on how much vibration you are getting from your racket, and whether or not you feel comfortable about it. Rackets with larger headsize have larger stringbeds which pocket the ball more significantly than smaller head size rackets. Plus they offer more power, so it feels comfortable when playing with them and therefore some people prefer not having dampeners on those kind of rackets (so as to retain the "feel"). And the reverse should be applicable for smaller head size rackets. Because they are less comfortable, the vibrations you get will make the experience even less so, therefore you may want a shock dampener to filter out some vibrations and make it more comfortable to play with.
I guess the reason why you made that speculation was because you see players like Nadal who play with larger head size use dampeners (or the cooler-looking rubber band) while people like Federer who plays with a small head size doesn't. Well, those guys are super human, plus their primary goal is extreme precision and control, while in most of our hobbyists' case, the goal is not quite the same.
But, having said all that, some people actually believe shock dampeners are complete rubbish. They believe there's no way to "filter out" vibration, at least not with those teeny tiny plastic pieces, and that this whole thing is just playing tricks on our minds, deceiving us into believing that the vibrations are dampened. Although judging by my experience, I completely disagree.