So yes, mise does not use shims. It only manipulates $PATH. I did benchmarks a while ago and that definitely and consistently has shaved some milliseconds off of the startup times of my tools.
You may have out of date information there. Mise was previously jdx and it used to use some of asdf plugins directly. Most of those have now been replaced by built in mode plugins for the popular runtimes. I believe it still has the option to use asdf plugins if you want to though.