Azimuth: how critical is it?

Azimuth primarily affects two things: L/R channel crosstalk and L/R relative phase. Trying to figure out either of those things visually is not very reliable, as the actual position of the cantilever relative to the cartridge internals is not visible to you.

We use software to measure crosstalk and phase, with the priority on phase as the optimal point for phase is usually close but not necessarily at the exact same point that is optimal for crosstalk, and in my experience small deviations in timing are much more noticeable than the small amount of additional crosstalk you accept in exchange.

Rather than a new turntable or new tonearm, you could also consider a cartridge that has a ridge along the top. This lets you adjust azimuth a little bit by alternately loosening and tightening the screws.

Do you have the silver or the black PL600? On the black one, there is really no way to adjust the azimuth except to make micro adjustments by loosing that little screw at the top of the head shell adjusting the headshell one way or the other, and then tighten the screw again.

However, you mentioned shims in your OP, which really don't have anything to do with azimuth, but more with VTA. Also, have you tried the pioneer experts forum?

What am I missing with this problem?
It has bothered me enough mentally to consider a new table but I’m thinking I’ll need to invest at least $3K or more to achieve an improvement.

Thoughts?

Save your money. Relax. Azimuth is not all that.

First, nothing is all that- unless you can hear it. Is your stereo image all fubar? No? Of course not. Or you’d be complaining about that, and not this imaginary azimuth problem.

Go on YT or Soundsmith and watch Peter Ledermann talk about azimuth. It’s not that it’s not important. The problem is it is far from the only thing you are changing when you adjust what you think is azimuth.

The real azimuth adjustment that matters is like nekoaudio says way up inside the cartridge body where you cannot see. The alignment is between the coils and magnets, which we cannot see, with the surface of the record. When we align azimuth by sight we are relying on these inner parts being properly aligned with what we see on the outside.

But twisting the cartridge body to adjust azimuth affects more than this. It also twists the stylus. So if azimuth is off you have the choice- do you want the stylus perfectly aligned? Or the cartridge body? Or the stuff on the inside that you cannot see?

The only real means of doing this then is by ear. Listening is really the only way to know what if anything is better or worse when adjusting azimuth. There are instruments you can use. I have used them. They are in my experience useless. That is to say, there was no real difference before and after adjusting.

Compare to VTA, which is huge. Compare to VTF which does make a difference you can hear. Azimuth is so far down the list, to throw away a perfectly good rig just to gain azimuth adjustability, well if you do I think it will wind up being one of your more expensive learning experiences.

What makes you say your azimuth is "slightly off"? Is the headshell not parallel to the platter surface, when viewed from head on?
Simao, Shims could be used on one side of the top of the cartridge, as a wedge between cartridge body and headshell undersurface, to correct for azimuth. Perhaps that is the intent.

The thing about having azimuth adjustable via the tonearm is that it also affords the user the opportunity to get it wrong.  As MC suggests, very often adjusting the cartridge body at an angle to the LP surface, in order to optimize the electrical readouts of channel crosstalk and phase, will also sit your stylus tip at a subotimal angle to the groove walls as regards its physical contact patches.  This is "not good", because it leads to uneven stylus wear and distortions that may be more noticeable than suboptimal crosstalk or phase anomalies.  I do own 2-3 tonearms that permit easy azimuth adjustment, but in recent years, I have settled on the paramount importance of having the stylus sit "square" to the groove walls, over all else. 

But if your headshell is fixed at an angle other than parallel to the LP surface when viewed from the front, I would suggest doing something simple to fix that and then stop worrying.

Also, if you look on Soundsmith and study well you will see Peter Ledermann came up with an ingenious solution that enables all his cartridges to have azimuth adjustment regardless of what arm they are used on. When you see how it works you will realize you can do the exact same thing yourself. Simply place a round toothpick along the center line between the cartridge and the head shell. Then by adjusting the screws you will be able to rock the cartridge one way or the other and wala, azimuth adjustment!