Totally normal behaviour.
Shrimp usually shed soon after being introduced to a new tank.
Also if they are growing they will shed fairly regularly but once they are near full size shedding will be more infrequent.
Usually the shrimp won't eat for a little while after shedding.
Because they molt they are very sensitive to the environment for a while. The old shell is usually high in calcium and is beneficial for them and so it gets eaten by the one that molted or by any others that may be in the tank.