Though it would seem they are uncultured, the Shek are deeply rooted in ancestral worship and respect. Despite their racist attitude towards non-Shek (except Skeletons, who come the closest to earning their respect as warriors), they are willing to accept and even worship you so long as you prove your worth in battle. This is confirmed by fighting and beating the Bugmaster or Lord Phoenix, which regardless of your race will make them praise your name and defend it to the death.
The Shek revere a legendary warrior by the name of Kral, who supposedly fought against impossible odds (100 to 1 or so) in the field of battle. He was slain, but not before taking dozens of enemies with him, earning him entry to an afterlife known as the Gateway. It is here that warriors are said to reside alongside the legendary warrior, likely feasting to their hearts content and fighting for sport.
Those that reject this way of life have their horns sawed off/filed down as a sign of dishonor, branding them a coward. This may be done on the field of battle or once they return from a great battle, and survive without defeating their enemy. Oftentimes the Shek in question becomes a servant to the Empire, undertaking more menial tasks deemed unfit for a warrior. Bayan, who served as Esata's right-hand man, is one such Shek that was stripped of his honor, yet was pardoned by the Golem and allowed to live within the court. Though she rarely acknowledges his existence, she secretly admires his spirit, and he continues to work similarly to a steward or scribe.
Though one can easily disregard the Shek as a species native to Kenshi, or the product of radioactive exposure, they are more likely closely related to humans; so close, one might be able to call them brothers and sisters. Some skeletons, whose exposure to the outside world has been limited since the Chaos Age, will react to the Shek with confusion, referring to them as "Enforcers". This happens in multiple instances, with some even commenting that their character was always the same, but that their bone plates and spikes were more recent changes. This evidence that the Shek had been within ancient society and their bone plates and spikes being recent changes is also further reinforced in The Guiding Light IV, where Okranite theologians claimed that Sheks were created as a brother of Okran, however, due to their aggressive nature and rejection of Okran's light they devolved and sprouted the horns similar to a wild beast. For this reason, it is reasonable to assume that in Ancient society, Shek were 'evolved' humans (either through genetic modification, which the Ancients surely possessed, or selective breeding) and served as the central authority of law and order.