Shami claimed 5-54 in Dharamsala on Sunday to help the hosts to a four-wicket win and a 5-0 unbeaten record at the tournament.
Shami said he would rather be training at the home pitch than taking a break from the game.
"Sometimes it happens that when you are busy for 12 months, you get relaxed after going home," said the 33-year-old.
Shami replaced Pandya, who injured his left ankle during India's seven-wicket win over Bangladesh last week.
Shami said he had not minded sitting out India's first four World Cup matches.
Persons:
India's Mohammed Shami, Rohit Sharma, Zealand's Daryl Mitchell REUTERS, Adnan Abidi, Mohammed Shami, lockdowns, Shami, Pandya, India's, Chiranjit, Robert Birsel
Organizations:
Cricket, ICC Cricket, Himachal Pradesh Cricket Association, New Zealand, West Indies, September's Asia, Bangladesh, Caps, England, Thomson
Locations:
India, New Zealand, Himachal, Dharamsala, Amroha, Uttar Pradesh, Lucknow, Bengaluru