If shimming is necessary, then the slab is not completely level. Most of the time the slab is close enough that the sealant STILL seals the underside of the threshold to the slab. I use a urethane sealant that is pretty stiff, and the beads of sealant stand about 3/8" tall off the slab. I have not had more than a few instances of the slab being out of level by more than 1/4" or so in the six feet of the door opening. When I do run into this, then I usually discover it when I check the door opening for plumb and level.
If you have this problem, then you must address it before installing the door. I have had to make 6' long shims to seal down to the floor, then install the door on the shims and seal the door to the shims.
Usually you don't have this problem and the sealant will seal the track to the slab even if you have to shim a spot or two. I always seal the track to the slab on the outside anyway, just to be sure. If I have to shim the door by more than a
1/4", then after the door is installed, I push some backerrod under the door and fill the space with the same sealant to prevent water intrusion.