Such as a family event where some people are in the shade and others are inside or in direct sun.
I know exactly what you mean. That's really frustrating for me, too.
For me it's not so much the adjustment in brightness as it is the change in white balance. People look gray in the shade with either AWB+sunny background or Sunny pre-set white balance. If it's complete full shade, like the north side of a house, then that's four stops adjustment, for example, so the exposure side of things is simple.
Some people have special custom settings that they don't want to change. For me, I change them a lot, and that is what I use them for, for example:
* Sunny setting with low contrast (sun is very harsh), daylight WB, proper manual exposure
* Cloudy setting with cloudy white balance, medium contrast, proper manual exposure
* Shade setting with shade white balance, medium contrast, proper manual exposure
I'm adjusting these all the time to fit the situation--the only convenience is that when a fast moment happens I can turn the dial to change both the white balance and the exposure.
Watch out for sun spots on people's face/foreheads when taking pictures in partial shade, like under trees. Even in RAW those can blow out too far to correct, when giving the rest of the photo proper exposure. For one the thing forehead is kind of like snow (90% reflectivity rather than 15-20%), and for another thing the direct sun is four stops brighter than the shade. Combined together, it's way beyond the dynamic range unless you place the rest of the photo down deep in the dark and do a lot of post processing.
I had to give a customer twice as many enlargements to make them happy just because they cared about one tiny sunspot on a face; I thought the photo was beautiful and that the sparkly sunspots added to its attractiveness.
Moral of the story: don't have people face the sun if they might have sun spots on their faces, and if they are likely to be picky.
Sun halos are another story, when the border of their head is blown out. That's usually no problem with customers (unless you get one who cares about the color of their hair dye).