- This leads me to believe that Shadows might not even be expected to retreive or fight unnecessarily at any time.

Shadows are still Imperials, and have the same basic duties as any citizen. Retrieval is something that's, in general, expected of all citizens, for the most part. Unnecessary fights? That's up to the individual, especially in the case of a shadow.

- Do the imms expect (or even care) if shadows are incredibly tough fighters?

Personally, I don't care if anyone is an incredibly tough fighter, as long as they seem to have some sort of purpose.

- They seem like they would care more about the ability to gather information and perform assassinations instead, without getting into the mix all too often (if at all).

That's a perfectly valid option for a Shadow.

- In the perfectness of the Empire, the Blades will be the ones marching into their enemies homes and achieving conquest, not the shadows.

In a general sense, yes, that's true.

Hope that helps,

Khas