Healthier? Not necessarily.
For weight loss, you want to maximize nutrients and satiety (the satisfaction and fullness factor), while reducing calories (and if you have blood sugar/insulin issues you may also have to consider carbs).
You can do that with shakes, but you don't have to, so choose whichever you prefer and find most convenient and most satisfying.
If you find shakes a satisfying and perhaps even self-indulgent treat - awesome.
If you find them revolting sludge you have to choke down holding your nose and follow with a water chaser to rinse away the vile aftertaste, then don't bother.
I find most RTD and flavored powders too revolting to consider. I do like my own shakes, made with some combination of frozen fruit, milk, yogurt, almond milk, and unflavored and unsweetened, undenatured whey protein isolate (which is made without heat and dissolves and tastes better than the standard heat-processed whey proteins).
If the fruit isn't very ripe, I do add a bit of splenda or other low-calorie sweetener, but with bananas or pineapple I find it usually isn't necessary.
You can put anything you want in a shake and you can eat something with it, or not - your choice and depending on what you put in your shake and whether you want something with it.
A lot of people put veggies in their shakes, but because I like veggies, doing so seems like a waste of perfectly good veggies. When I want veggies in my breakfast, I'll stir leftover cooked veggies into some scrambled eggs. Or I'll have homemade veggie soup for breakfast.