A lot of people do it but its not best practice, you can overheat the shroud, and spatter can build up inside, if the spatter bridges between the contact tip and shroud, the shroud will become live and arc or stick to the job
so every now and then i give it a tap on the welding table and all the muck falls out!
This makes the shroud loose, it then burns the retaining spring / lands which scraps the swan neck - then you tell the maintenance it needs repairing!!!
maybe when a bloke clatters the thing on the bench but i bet sparkey is more delicate
I rest the shroud on the work peice - usually when doing internal corners. I know i shouldnt - just laziness i suppose, but it works for me.
Mig torches do make quite good hammers though. - ideal for minor adjustments prior to tacking. Now that is laziness!