That is exactly the problem. Japanese doesn't distinguish between 'shi' and 'si', so all you're really gaining by pointing that out is learning how to correctly romanize Japanese, in a single system. Instead of learning the language you're learning how to represent the language in a foreign way.
The rule 0 of learning a language is to get rid of the crutches as soon as possible. Use their native writing system (or if they're one of the latin alphabet users, use their pronunciation rule), learn words of the target language using said language, and learn how to formulate concepts with the language rather than translating it from what you already know. Crutches should only be used to get to this point and no more. If you do that, details like 'si' and 'shi' are not even worth mentioning. Romanization methods have their own goals, and rarely is it about facilitating language learning.