Point being, "taking the jersey too early" isn't an empty notion or just a platitude. If you're the strongest team in the race, like Sky or Postal or Jumbo*, then yes, taking the jersey early, holding onto it, and controlling the whole race is a valid strategy. But if you don't have the strongest team, having to ride on the front all day can come back and bite you in the backside. And even the likes of Sky, Postal, or Banesto were usually happy to have a Tony Martin, a Voeckler, or a Pascal Lino get their few days of glory. When vanAvermaet took yellow in 2016, he had to go in the break himself the next day to keep it, because BMC's GC focus was on keeping Porte out of trouble.
*Leaving Jumbo in here to illustrate that even when you're the strongest team in the race, this tactic doesn't always work.
I don't really understand why the big teams are so scared of shopping the jersey to a break these days. You're not really right on Sky, though, they would invariably tend to take the jersey in the first major mountain stage (or the first long TT if applicable) and carry it throughout. Martin wasn't 'shopping the jersey' as much as not being so intent on chasing him, he went just 3km from the line and was very close to the maillot jaune regardless. Aru, of course, took the jersey on merit whilst competing for it. Elsewise, Team Sky have always sought to defend the jersey from the moment they get it, and work from a position of strength using their main (and for many years only) tactic, a further development of that of the teams you mention. I think the 2010 Giro and 2011 Tour might be the races that put letting the break take the jersey out of vogue for a while, because the former was an error by the bunch in failing to control who got into the break such that its advantage became unmanageable, while the latter was a comparatively small time gap but with few really strong teams, the big guys really underestimated Voeckler, and so riders who would previously have been major candidates for shopping the jersey were suddenly seen as more threatening after Arroyo nearly won the Giro and Voeckler took nearly two weeks to dethrone. You'd have thought Óscar Pereiro would be the catalyst for change, but clearly not. However, it might be a bit more crucial again now that GTs are done in teams of 8 rather than 9 as they were before.
Back in the era between Postal and Sky, with only occasionally a superpowered team, it happened with some regularity - Marco Pinotti in the 2007 Giro, Gianni Visconti in the 2008 Giro, Romain Feillu in the 2008 Tour, Sylvain Chavanel in the 2008 Vuelta, Egoí Martínez in the 2008 Vuelta, Rinaldo Nocentini in the 2009 Tour, Thomas Voeckler in the 2011 Tour. It seems to be that some teams are still comfortable with it as a concept - Astana shipped the jersey to Gallopin in the 2014 Tour and Nicolas Edet in the 2019 Vuelta; Movistar shipped it to David de la Cruz in the 2016 Vuelta - but Jumbo seem like they're not really comfortable with it.
Looking at the GC of the Vuelta at the moment, however, there would be some prime candidates to shop the jersey to if Ineos, or whoever, wanted to preserve some of their domestiques. With a climb like Anglirú, any of the ATVs who are inside 20-30 minutes would be good candidates to let have some time. If somebody like Gorka Izagirre (12th @ +3'19") got into a break, he doesn't even need that big a gap and he's in red. Others like Luís León Sánchez (24th @ +10'21") could be possibilities - Vlasov isn't really close enough to be banked on as a GC podium aim, so another stage win and a stint in red might be a good thing for Astana. Guillaume Martin (21st @ +7'45") and José Herrada (27th @ +14'26") are also candidates - Cofidis have had a poor year but are sponsors of this race so could do with something to take from it, and for Herrada it could be a nice present in his late career after his brother got a similar gift from Mitchelton-Scott two years ago. Teams might be a bit more wary of Gino Mäder as he's only 4 minutes down, but Kobe Goossens (25th @ +13'43"), Georg Zimmermann (26th @ +14'01") and Will Barta (28th @ +15'13") are all far enough down that the big guns won't fear them upsetting the GC apple cart, close enough that they can be allowed to gain that time without the stage being a complete farce, and their teams don't have a hand in the GC race (which is why I omit people like Nieve, Ivan Sosa and Veronoa) and would likely see the race as a success if they got even just one or two days in red.
And hey, if the other big teams want to keep you in the lead, then they've got to do the pacing themselves, which is as good as not having the jersey if not better because it won't be Cofidis or CCC tiring their domestiques out, but rival teams in the GC mix. A good example here is in the 2008 Vuelta - Leipheimer was in the maillot oro after the ITT but Contador was the on-paper leader. They shopped the jersey to Chavanel on time bonuses for a day, then re-acquired it in the mountains. Euskaltel-Euskadi got Egoí Martínez into a break in a transitional stage after the Pyrenées, and he was close enough to get into the race lead. Caisse d'Épargne decided that if they could keep Leipheimer in the jersey, however, it would potentially foster discontent in the Astana ranks, so decided to try to chase the break down to prevent Martínez getting into the lead. This blew up spectacularly on them. Firstly, they failed to bring the time gap down enough thanks to Astana and Euskaltel running interference to disrupt the chase, and secondly, when Valverde dropped off the péloton to get a rain jacket and the péloton split, Euskaltel then got on the front to help Astana distance the Don, in retribution for trying to prevent them getting the race lead a few days earlier. Astana therefore didn't have to do as much work on the stage they shopped the jersey, Euskaltel then worked to defend the jersey in the next few stages, taking the responsibility off Astana, and then helped them distance Valverde on a day when they didn't
need to do that work because the split in the bunch meant the pace was up anyway.