Really? I would have guessed it would have been OK.
I never had shrimp in with my bluesides though. I had a red fairy wrasse (rubriventralis) and a lubbocki in with shrimp though (peppermints and cleaners) and don't ever recall a problem.
But maybe it's hit and miss? I'm not sure. My *guess* is that fairies are OK as they are usually mild-mannered ideal reef tank candidates (other than their propensity for jumping

), but with other wrasses I could see it being a problem with shrimp (coris or other larger wrasses) although again that's just a guess on my part.