Space capsules and the Shuttles were equipped with heat shields to protect the spacecraft and those on board from the tremendous heat generated from friction as they reentered earth's atmosphere at thousands of miles per hour. Why weren't heat shields installed on the vehicles to protect them as they rocketed through the atmosphere at thousands of mph heading into space?
The answer is simple. During launch, much of the acceleration occurs above the bulk of the atmosphere. During entry, almost all of the acceleration (deceleration) occurs within the atmosphere. Launching vehicles carefully balance the need for horizontal velocity versus losses due to drag. Reentering vehicles rely very much on atmospheric drag to reduce the vehicle's speed.