Is there a downside of using PCB printed USB connector?
Does losing shield affect ESD performance, durability, certification

Yes on all three counts:
ESD:  the shroud also gives some protection, this is better if the shroud covers the whole circuit, not just the connector, or if some other structure coves the remainder of the circuit.
Durability: exposed board fibres will cause greater wear on the socket than will using the correct connector. Made from polyester resin and glass fibre the substrate of the board will attack the gold plating to a larger extent than the slick plastic used in the manufacture of approved A plugs.
However the one piece printed connector design is tougher than the two part solder-attached plug, but this may be a mixed blessing: adverse forces that would have broken the two part assembly may now damage the host instead.
Certification: without the shroud you won't meet the minimum unmating force requirement, and probably several others required for approval.

Does it make difference if I am using this connector in laptop USB port vs DC wall adapter?

Yes, in a DC wall adaptor the shield does much less electrically , and with a lower replacement cost, the risk of increased wear and equipment damage is less significant.