Sponge filters are never completely silent because of the airpump. With an airstone, the actual "blub-blub_ is negligible.
I like sponge filters because of their excellent biological filtration and because they are absolutely shrimp safe. And as you said yourself, shrimps love to walk around on the sponge, eating all kinds of goo from it.
Extra oxygenation is not necessary. If nothing is wrong with your tank, there will be enough oxygen in the tank. A little surface movement is sufficient.