My boy head shakes, but with a nose net he is fine. He only does it when riding in the fields, so its a bit like hayfever for him, but I think different things can trigger it.
My mare head shakes when she is stressed or ridden in a dusty indoor school. As CCJ1 says, different things can trigger it. It wouldn't hurt to ty a nose net though - it may work. If she didn't do it i the winter and has started recently a net is more likely to work I think, than if she does it all the time.