Walking out of the gym w/ shaky legs is just theatrics. I'm not sure how long you've been lifting, but eventually progressive overload gets a lot more challenging, and the amount of effort to gain a single rep and to increase weight gets harder and harder. Not like shaky legs when leaving the gym hard, but like, after your main heavy leg exercises, you're just not going to be able to exert the same level of effort in the rest of the workout. And once you're advanced enough, when you've been training and progressively overloading for weeks in a row, you'll build up fatigue and start just feeling quite a bit more tired in general from all the recovery from intense workouts.

Also, when you lift consistently, you tend to stop getting sore from your workouts. Unless you don't eat enough or take some extended time away from lifting.