You can use heat transfer to air to set experimental conditions. For example, with a flashlight in air that has stabilized in temperature, the thermal power transferred to the air is equal to the thermal power produced by the LED. So then you know the heat flow through the head, and if you measure the temperature difference between the shelf and head, you can calculate the thermal resistance.
However, this is assuming that all the heat produced by the LED is transferred through the head. In my measurement, the shelf was exposed to air and so some heat was transferred directly to the air instead of flowing through the head. So you are correct that this would cause an error, but the surface area of the exposed shelf is quite small so the error would be small. (only the bottom of the shelf was exposed. The reflector and lens were in place during the measurements)