If I understand your question correctly, you are asking how the value the orbital angular momentum $\ell$ affects the shielding -- or in other words the energy. To answer this question, let's first look at the hydrogen atom. In the hydrogen atom, a single electron is bound to a single proton. Because of the simplicity of the system, the potential energy is purely Coulombic, that means that $V\propto r^{-1}$. As a consequence, the different $\ell$ levels in hydrogen for the same principal quantum number $n$ are degenerate (ignoring relativistic effects). This probably makes sense, because if you have only one electron there is no shielding.
Now, let's look at a multielectron atom. When we look at atoms with more than one electron, we still often use the solutions of the Schrödinger equation of the hydrogen atom, that is, we use one-electron wavefunctions and ignore the interaction between the different electrons. Although this might sound like a very rough assumption, it is not too bad in practice. If you consider one of the electrons of a multielectron atom, the other $Z-1$ electrons together with the nucleus of charge $+Z$ give a nett positive charge close to $1e$.
The situation is thus very similar to the case of the hydrogen atom. A single electron bounded to a core with a positive charge. The description will get closer to that of hydrogen if the electron under consideration is in a highly excited state corresponding to a large clasical radius so that the electron effectively sees a single core. For lower electronic states, the electron can penetrate the "cloud" of other electrons, resulting in a slightly different potential energy.
But why does this energy then depends on $\ell$? Well, if you look at the radial part of the Schrödinger equation with partial wave expansion (known as the Coulomb equation), there is a potential energy term in the equation of the form
$$
\frac{\ell(\ell+1)}{r^2}.
$$
This centrifugal barrier makes it more difficult for higher $\ell$ states to get close to the nucleus and experience the effect of the other electrons. As a consequence, orbitals with $\ell\ge 3$ behave almomst like those of hydrogen (meaning that they are degenerate and have a so-called quantum defect close to zero).