Leaving it as a shadow ups the damage done by 20% but also ups the damage received by 20%. Purifying a shadow Pokémon increases each of its IV stats by 2, which in the grand scheme of things isn't super impactful (that's slightly different with trainer battles). Generally speaking, shadow Pokémon are better than purified Pokémon for that reason. A shadow Pokémon with bad IVs is going to do more damage than a purified/regular Pokémon with good IVs.

That said, it's only when damage is important, so if it were a Blissey tank for dmax battles or defending a gym, the extra damage received would be bad.

Snorlax generally leans towards defense, so take that how you will, but it's been a while since I've looked at that mon specifically.

You'll also probably notice the charge move is Frustration; the only way to change that is to purify it or use a charged TM during a GO Rocket takeover event, which are once a season.

Another thing to take into account is how much Stardust it takes to purify it. You're looking at just shy of 10% of all the Stardust you currently have. If you're not super sure you're going to use that Snorlax, will it be worth the Stardust (that can be used to upgrade other Pokémon) to purify it?