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Normal clones can reuse delta-compressed data the server stored on disk. Shallow clones impose a negative constraint: do not transfer data outside the requested commit depth. Pre-computed delta chains than contain unrequested data become unusable and the server must do delta compression on the fly to satsify the shallow clone.
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What I find remarkable is that for at least a decade, i.e., long before LLM scrapers were a thing, GitHub engineers have been reaching out to popular package manager projects, asking them to do away with shallow clones [0] [1]. They basically used the same reasoning as your comment did.

[0]: https://github.com/Homebrew/brew/pull/9383

[1]: https://github.com/CocoaPods/CocoaPods/issues/4989#issuecomm...

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It's the point that surprised me the most! We always used shallow clones, to speed the CI, I didn't knew that it got that much impact server side!
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