The Gold shrine serves to provide a more permanent source of gold. Upon activation the workers will continuously mine the shrine for gold until it is manually deactivated by the player. Gold shrines are most efficient with a Gold vortex nearby facilitating instant transportation of gold.
Once you have captured the shrine, up to four of your own workers can happily mine away without ever depleting it, the only downside being that gathering gold from a gold shrine takes a bit longer than mining it from a regular gold vein.
But wealth attracts jealously, Underlord. Be aware that your enemies are very unlikely to sit idly by as you fill up vault after vault, and will do their worst to get the shrine into their own greedy hands. To their advantage, most gold shrines are positioned in places that are not particularly easy to defend, and massive battles have been fought out for the control of these plutonic wonders.
And the best of it? Even if your War for the Overworld should fail, you could still ravage the Imperial markets by causing a hyperinflation with all that gold.