It's more that they won't show their natural behaviour if there aren't enough of them, and may be more prone to illness through the stress of being in a too-small shoal.
I have 3 dwarf chain loaches, and I've had them for almost 6 years (bought June 2007). I did get 4 but one got very thin and died within a few months. I couldn't afford more than 4. My three seem fine. I do realise that these are a different species from yours, but if you could get at least another one, preferably another 2, they'd be happier.
What species are the shrimps? Small ones like cherries could well be eaten, but larger ones like amanos could be OK. I have three amanos with my (admittedly smaller) loaches, and they were also OK with bolivian rams. Shrimps also do better in larger numbers.
You'll probably find your shrimps will hide for a while until they feel safe.
It sounds as though your lfs is one of those where you do need to do your own research.