That's probably the best advice. I'm no expert, but I always believed shin splints were caused by the impact of running.

Here's my history with them:

I ran track and cross country in high school. I was not very fast, and I didn’t even have good coaching to teach me how to do it right. But I went on the training runs with my friends almost every day and competed at the meets. After months of this, my shins started to become very sensitive. They were not sore all the time, but I had to be very careful not to bump them into anything, even softly. It affected the front of the shin, where there is not much soft tissue along the tibia, from just above the ankle to just below the knee. The pain/sensitivity lasted for years. I stopped running right after high school, and the pain eventually subsided. In my forties, I started running again. Now I’ve had some other minor problems, but not in my shins.

The funny thing was when I described my running experiences to a friend years ago. I said I ended up with shin splints, which were fairly painful. He asked how long I had them, and I said for many years. He seemed shocked and said some things that revealed he didn’t really understand the term. He thought I was talking about orthopedic splints (like braces) that I had to wear on my legs.

Anyway, I don’t worry too much about this kind of thing when biking.