I have a very hard time believing that Ford spent the money to 1) do the R&D on placement and location, and 2) spend the money on a plastic shield just so they could piss you off when you change your oil. I'd surmise you don't have many friends with that sort of paranoid attitude.
It was put there to increase the aerodynamics of the vehicle. Anybody who has taken a few aerodynamics classes (admittedly, not many) will know that all the junk in the bottom of the engine bay creates a significant amount of disturbance to the under-car airflow. The more drag there is, not only is it making the car burn more fuel to keep the same speed, but it is actually increasing lift, making the car less stable at high speeds.
Given, both of these changes are in the 1-3% area, so you're not going to notice a huge difference either way, but it obviously makes enough of a difference that Ford felt it necessary to put it there.
You can be assured, however, that its primary purpose was for fuel efficiency, and that is what you will lose a little of should you remove it.