Even with heavy pruning, as high as I can reach with my extendable pruning saw (roughly 18') I still am gradually getting more and more shade. My plants bloom much better in full sun, but I have fewer and fewer plants that actually get all day full sun. Still most of them that get some shade during the day seem do do great, those daylilies that get almost no direct sun, never bloom like I would love for them to to.
chalyse, was looking for older daylilies that did not multiply so rapidly, for me those planted in shade are very slow to multiply, those in full sun multiply much faster.
So I think a lot of the pictures you see showing daylilies planted in shade are often just because sunnier locations are not available, but in severe heat it is probably by choice.