In a pico tank, if you have it sufficiently planted, A filter is not necessary. But only if the tank is sufficiently planted.
I have over 50+ cherries (mostly juvies) in a 2.5 gallon tank, with no filter. Its a purposely low tech tank, but its a jungle in there, The only time i can see my shrimps clearly is during feeding time. It is very densely planted.
But i agree with the others, likely your tank is not planted enough to provide all the oxygen they need and it killed them.