It's not a heat shield. I'm guessing an engineer from Chrysler had a brainwave that they could save $0.50/unit on wire if they shorted the harness slightly, but it needed some protection from wear via vibration. The plastic bridge (which probably cost $0.02 to make originally) serves that purpose. But this is still an area in the TJ where the wiring harness seems to see wear and breakages.
I do hate that bridge.