Alectiong,
Since Psag hasn't adjusted his azimuth he may not be able to identify what effects it has.
Azimuth inaccuracy has all the effects Dertonarm described and it also has a major influence on L-to-R image focus. I used to take electronic crosstalk measurements to adjust azimuth. With practice, I've learned to adjust just as accurately by listening. Image focus (tight vs. fat) changes more than the soundstage shifts, at least IME.
Optimal adjustment needs to be much finer than is possible with headshell shims, but if that's all your arm allows AND it's visibly off, they're certainly better than nothing.