A lot of people seem to say that, which makes me wonder whether they are all perhaps experts in "blue moons".If I was working in the shed (if I could have one - but I cannot) and I tripped a breaker etc. then I would be really pi$$ed off having to go back into the house in order to reset it.
Exactly how often do you (or 'they') think that anything happening in a shed (or any other outhouse) is likely to trip a breaker anywhere? I 'have electricity' in a garage, a greenhouse, a (cellar) workshop and a couple of sheds and I don't think I can recall, in 30+ years, anything happening in any of those places which resulted in any device, anywhere, 'tripping' (except when 'deliberately', in the name of testing etc.).
Of course, even that will not usually (depending on how it's done) guarantee that nothing in the house will 'trip' (or 'blow') as well as, or instead of, whatever trips in the outhouse.The best reason to have a CU in the shed/garage/workshop IMO.
Kind Regards, John