If they don't shed it CAN be deterimental to their health. They don't shed, another shed cycle comes around, another no-shed, another cycle comes round, he could end up with layers of dead skin suffocating his clean skin. It can be easy to tell, though. the skin can dry, become very dry and light-coloured, and you can feel and hear its roughness as the snake moves. They can look dehydrated when really they are carrying layers of old skins that aren't shedding off.
I lost a diamond python recently to this. Brought home a new snake early this year and took it to vet during winter when she showed signs of RI. I always thought something didn't seem right with her skin but when we got to the vet he thought she was very dehydrated. But to add to confusion she was guzzling water like it was going out of fashion yet her skin was not hydrating. She spent two weeks in hospital went into shed cycle while there. Vet force shed her after the eyes cleared and peeled 4 or 5 old layers off her. Underneath all that, which was totally invisible from above, was her body covered in sores. Scale rot had set in and gone un-noticed. The fortem (antibiotic) she was given for the RI must have cleared infection to the wound sites which made us believe she was going to recover but 4 days after I took her home she died. Took her back to the vet to get autopsied and vet found her lungs and windpipe absolutely full of pus. Bacterial infection from the scale rot had spread throughout her body. By the time we found problems and was treating her, she was beyond help. She lost condition very rapidly so she had no hope of surviving.
My story is a worse possible case scenario. Don't panic if your snake don't shed. Just seek advice and you will be able to prevent them getting this bad. My girl was in advanced stages by the time we found it - a few years of work finally showing its ugliness.
