I think someone is confusing the cooking process of an oven verses cooking in a smoker. Today’s home ovens tend to be very stable, hold the temperature consistently and the hot spots around the oven are reasonable. The use of gas or electric is also very stable.
A smoker can be just the opposite. To keep a smoker at a consistent 250 degrees for twelve to fifteen hours (depending on the size of the pork shoulder) takes regular checking and adjusting. It’s not like an oven where you set it and forget it.
On a smoker, you’re adding wood, lump charcoal or briquettes every once in awhile and that’s not as consistent as using gas or electric for heat. Those fuels in smokers also can burn at higher and lower temps from batch to batch which can alter the temp. The change in temperatures outside from rain to sunshine will require adjustments to many smokers.
With all the inconsistencies of a smoker, many people use a water pan to stabilize the cooking chamber. In some smokers and less experienced cooks, a water pan helps keep the heat consistent, evenly distributed and the pan of water will act as a baffle.
Smokers used indirect heat and where that heat comes into the cooking chamber, the temperature can be much greater (some as much as a 100 degrees) then other areas of the chamber. A water pan acts as a baffle to buffer that temperature difference and more evenly distribute the heat.
If you already found a good way to get a great outcome in your oven, don’t change it. If you want to try a water pan below the cooking pan, I don’t think you’ll see a difference except maybe less intense bark with the higher humidity in the oven. The high humidity may also restrict some level of rendering of the fat but that’s just speculation.
Don’t set that shoulder into water however, you’re not making soup and the water will just remove the flavor. If you think that piece of meat tastes good after you cook it now, try using a rub next time and you’ll be shocked how much better it is. Salt, pepper, garlic powder, onion powder, brown sugar, chili powders, etc. etc etc. So many combinations to try.