What kaingers2 said.
Really, if you have a quarantine tank, you should quarantine every living thing you put in your tank. The shrimp and goby would probably appreciate it very much if they had a rock to hide under, but they should be fine.
Does everyone do it? No.
Should we? Yes.
We have hundreds, often thousands of dollars wrapped up in our tanks, and one sick fish or infested coral can cause a disaster.