I did pharmacology a long time ago, and since i'm not home at the moment, i wont be able to search it in a reference book. I suggest a read at goodman to answer that question.
I guess "mostly not innervated" means that the B2 receptors are not part of a synapse, thus do not have a neuron as a pre-synaptic component. Because of this, only cathecolamines that are released as hormones in the blood by the suprarenal medula (adrenaline, or epinefrine as you US folks say) will act on it. Though I am quite sure that B2 receptors in lung smooth muscle are innervated.
For what i remember, B2 activation by catecholamines in muscle, adipose tissue and liver will lead to glycogenolisis and lipolysis. And activation of B2 will lead to some insulin release by the beta-cells. The catabolism of glycogen in muscle is essential for the burst response during the first minutes of a fright or flight response. The catabolism of TG to FFA in adipose tissue, and glicogen in liver to Glucose, will lead to a rise in blood level of energy substrates to be used by muscular tissue. Glyconeogenesis is also activated. Insulin release is needed otherwise muscles wont be able to get much glucose from blood.
Even though insulin would shut down the catabolic processes you refereed, the release of stress hormones in the blood and consequent activation of B2 receptors will probably overrun insulin's effect.
Again, I did my pharm a long time ago, so I urge you to search goodman for an answer or wait for someone a bit more knowledgeable than me.