I am guessing that the top of the sponge was near the surface of the water, if so the shrimp where in effect trying to escape the conditions they didn't like.
I do suspect that the problem arose from the temperate shock, a gradual increase or decrease over a matter of days they may adjust to quite well but such a quick change even with drip acclimatisation to get them used to the new pH and gH was just too much too soon.
I am sorry for your loss I learnt the hard way (after a few hundred dollars being spent buying them) that crystal reds and that ilk just do not like the hot temperatures I get here, where as cherry shrimp and many of the Australian native caridina species thrive in my tanks. So as much as I love CRS, CBS, and their various varients I have to just watch them from a far and content myself with rilli shrimp and other colours of cherry I can keep.