Bottom line: Yes I know people in Jerusalem that do not use shampoo w/o a Hechsher, BUT those very people eat only Bedatz Hecsher, they Kasher their own chickens, which they buy only from certain selected shochtim and butchers, bake their own Matzos etc. and won’t eat anything cooked outside their house.
Kol haKavod to them!
If you eat from any typical Hecsher, and anything that your local grocery/supermarket sells – using shampoo with a hechsher only makes no sense!