Well yes but why risk every time just to cut an already short fight?
it might be short on amateur but when i played it on vet, me and my partner didn't even try to shoot it. we just kept grabbing her and trying to pull it off. literally took us about 30 minutes of doing that to get it off
PSN:Dr_King_Koopa Online Ken users flowchart: http://img7.imageshack.us/img7/1470/kenflow.png
Oh, and you shoot it to make the fight go faster, and also to save some frustration in solo Pro. Because if you try to pull the device off Jill and it doesn't work, she escapes and you have to do QTE, on solo Pro if you mess that up the AI will never get to you in time to save you from dying.