I don’t even get an account on someone else’s server. There’s no need for me to log in anywhere unless it’s an exceptional situation.
You said you were already using someone else's environment.
You can't later say that you don't.
Whether or not shell access makes sense depends on what you are doing, but a well written application server running in a cloud environment doesn't need any remote shell account.
It's just that approximately zero typical monolithic web applications meet that level of quality and given that 90% of "developers" are clueless, often they can convince management that being stupid is OK.
Accounts are basically free. Not having accounts; that's expensive.
Let's assume they need access to the full service account environment for the work, which means they need to login or run commands as the service account.
This is a bit outside my domain, so this is a genuine question. I've worked on single user and embedded systems where this isn't possible, so I find the "unprofessional" statement very naive.