Imagine you somehow managed to maintain a body of plasma which had the same electron density as an identical volume of lead or other heavy metal. (Suppose you ionized lead.) Would it be a better gamma shield, and if so, how much better - could it even be completely opaque to gamma rays? What if you fully ionized the lead, so all the electrons were free?
Such a plasma will have much less stopping power. The reason is that it is the core electrons - in the inner shells - that provide stopping power.