Hitchhikers are fairly common and almost every piece of live rock will have something or someone tucked away in a crevice. Most people take the precaution and cure their rocks even when they buy it already cured.
Also, not every nemesis that can hitchhike on your pieces of live rock may go after those pieces of shrimp. It's possible, and it may be a good indicator, but I don't think that it is better than curing for determining the safety of new live rock.