What are health benefits of getting a vitamin b shot?

Only if deficient. If you have a healthy diet you will get sufficent b vitamins, and a shot isn't needed / doesn't really do anything. B6 deficiency can be caused by a very limited diet (happens in alcoholism) and B12 deficiency can occur with strict vegan diets, or in the condition pernicious anemia. In these cases, injections of b6 or B12 are important part of the treatment.
Biochemistry. The established guidelines for vitamins in general is to prevent diseases of deficiency. For example taking just enough Niacin (b3) to prevent pellagra. The minimum daily requirement is set up for this and nothing more. It is a.