It depends on the species, but in wild many species have a much more varied diet than is typically supplied in an aquarium. Also, the prey they eat is usually alive and they eat all of it - gut contents, neural tissue, cuticle, etc. A piece of shrimp or scallop muscle does not contain the diversity of nutrients that eating the entire animal does. Plus processed food such as dried krill loses some of its nutrient value.
We don't routinely use supplements. It would take too much time to treat the food for several hundred stomatopods, but we do use live food as much as possible. I do use supplements if I'm trying to get an animal to breed or if I'm trying to prevent or treat shell disease or maintain color. In general, I would say that Odontodactylids benefit from nutrients.
Roy