As you go deeper under water red gets filtered out. Eventually only blues and blue-green are there, along with some UV that us humans can’t see well. UVA penetrates some 600 feet. So a visual system tuned to discriminate many shades of blue and indigo and violet and ultraviolet would be an advantage.
It’s tuned to what light is there where the shrimp live, as ours is tuned to daylight. A deer, which is mostly crepuscular in habit, can see more shades of blue than we can, same model- adapt the eye to the light that’s available. Twilight and morning are very blue.
http://www.youtube.com/watch?v=XprDF7Lk2CY