I just recently asked the same question. I was basically told that if it was living it should be QT'ed, however, I never got a straight answer if that was because they could carry/spread fish diseases :huh:
The straight answer is that the shrimp cannot host fish diseases. That does not mean that the water in which they are housed and transported cannot have parasites or disease organisms which affect fish. Repeat: If it is alive or organic, QT it.