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Is it free? Shade comes from an object which blocks the sun. Usually you can find shade in vegetation, buildings, or PPE (parasols, hats etc).
In an urban environment, there is no vegetation which wasn't purposefully planted. Trees, bushes etc which can provide shade were planted there at cost by a charity or a local government agency. So that shade actually costs money, either taxpayer-funded or donated. If you lean towards libertarian politics, it would be hypocritical to enjoy the shade given by something funded by Big Government using money which you consider stolen from the workers. If you lean towards socialist politics, you probably consider the replacement of the Welfare State by charity action reprehensible; for example in the case of food banks you hate the increased reliance. But as well as that, should you not also hate increased reliance on charity trees? A true socialist would rather stay in the sun than demean himself with the produce of a poisoned fruit.
Buildings, as well, cost money. You can find solace in the shade of the London City Hall, for example, but that building was constructed at a cost of £43,000,000. Therefore, the shade from that building cost £43,000,000. Somebody had to pay that money for you to enjoy your shade. It certainly wasn't free for them! How about Beetham Tower in Manchester? £150,000,000. Somebody paid a substantial sum for you to enjoy the shade from this giant sun-blocker.
As for PPE, I don't even need to explain why the shade from them isn't free. Hats and parasols might not cost a lot in the long run, but they present quite a large short-term bill and they have a limited scope of use, since you can only really use them properly when it's sunny enough to be sunburned. We get that maybe a couple of weeks at the most here. So to really get value for money with your PPE, you have to go abroad. A package holiday to Spain costs roughly £400pp. Quite a hefty sum for your shade!
In conclusion, you're full of shit and wrong in every possible way. Sun lotion might be cheap, but shade is not free in this country and hasn't been for quite some time.