Trees and shrubs need water too. In reality, they need just as much water as the lawn. However, most trees and shrubs have a deeper root system so they are able to go a bit longer without water being applied to their root systems. They, also send roots out under the lawn where they will be able to gather some of the water meant for the lawn each week.
Irrigating tree and shrub beds is less important unless you have plants that really love water or we go six to eight weeks without rain.