It's a valid question. In fact, some might argue that you should always use shock absorbing lanyards. Well, it wouldn't hurt, but there an often times missed opportunity to use a non-shock absorbing lanyard. And because they don't have a shock absorber, they're cheaper.
Consider using non-shock absorbing lanyards in fall restraint. Fall restraint prevents a worker from reaching the edge. (Think about a dog leash that keeps Fido in your yard.) This approach will save you money. Without the cost of a shock absorber, you're going to save some cash.
The other added benefit of non-shock absorbing lanyards? They are safer for your employees. I can guarantee that fewer falls will occur when your workers can't even reach the edge. In fact, OSHA would prefer you operated like this. If it's at all possible try to keep your crew in fall restraint before fall arrest. Fall arrest is the last resort. Keep that in mind.
I think a lot of guys like to jump to conclusions and into the fall arrest pool. And in some cases, it can be totally prevented. Keep that in mind when you're looking for a fall protection solution for your next job site. The Non-Shock Absorbing Lanyard is an awesome underutilized tool. Take advantage of its cost savings and safety benefits.