On the show, the men way overdid it on the shelter building. All that's really needed is some sticks laid at an angle over a log, or other sticks, and the 2 of you cuddle under a "roof" of sticks,ferns, moss. They built what amounted to giant structures, wasting a lot of their calories. In some areas, you'd have to make spears/clubs/fire immediately, to keep the hyenas/baboons from killing you.
Modern tarps/hammocks/bivies and clothing make you much safer and more comforatable when in the boonies. All the effort that they put into firemaking, having a way to cook and boil water, etc, you can carry with you with almost no effort at all. That is the gift of life, given to us by industrialization, specialization of work, and mass production/capitalism.