The recommendation is that you put the shelf on supports to keep it above the base of the kiln and allow air to circulate around both the top and bottom of the shelf.
The question remains, why do the shelves break. There are at least two reasons: physical impact and thermal shock. It is possible to knock the shelf while moving it around the studio. This impact does not always cause a break, but sometimes creates a stress point that later can develop into a crack and break. You can sometimes see the start of the crack from the edge of the shelf. In this case, you can either continue to use the shelf with support under the crack or dispose of it immediately, because at some point during a firing it will separate.
The thermal shock that causes the break occurs because (usually) uneven cooling. It seems the shelves are pretty resistant to rapid heating, but less tolerant of rapid or uneven cooling. In general un-dammed fusing and using moulds elevated a little from the shelve do not create that uneven cooling.
However placing a large refractory mould directly on the shelf can promote cracking either immediately or on subsequent firings.
The main culprit in any breakage seems to be large or heavy and damp refractory moulds directly on the shelf. The mould is giving off water vapour which cools the immediate area around the mould. So as the temperature rises, the covered part of the shelf stays cool, in addition to being shielded from the general heat of the kiln while the uncovered parts of the shelf rise in heat. At some point the temperature differences in the shelf are too great for its strength to resist. The solution is to remove the shelf from the kiln and place the mould, slightly raised, on the floor of the kiln. The bricks, being softer, do not react in the same way as shelves to uneven heating.
For thick fusing with dams all around, it seems best to do this on a shelf that almost fully covered with glass and dams. This promotes more even heating and cooling of the shelf than having a small part of the shelf covered. It does mean having different sized shelves, but then you may already have some of them due to the breaking of other shelves. Just cut the broken shelf to the size you want on a tile cutter.