It's so easy to just say "shut it all down" when you think the government is just some faceless monster, but it's actually a bunch of people who have jobs and a significant portion of the economy. Last time this happened it blew a year-long hole in economic growth, this could very well trigger another recession. To someone who just wants to see the world burn none of this matters but there is seriously nothing positive to be gained from this bullshit, nothing.
A couple thousand people are not going to have any effect on the economy, especially when they end up getting paid anyhow just at a later date. It's a paid vacation for them and they are in no hurry to get back to work.
It is this kind of ignorant thinking (if one can call it that) that makes me wish they would shut it all down so morons like you would feel it too. Yes, these people are in a hurry to get back to work as they want to get paid and provide for their families just like you (assuming you are not a welfare queen).
There is also no guarantee they will get paid when it is over. Right now Congress is willing to **** over the military, so I doubt these people feel very safe.
Not to mention it is not a couple thousand, it is more along the lines of 800,000. What will it do to the economy to have that many people out of work all at the same time, not to mention government contractors that are also sitting home not getting paid.