The shrimps survive in the water they come in with, it can't be too bad, to me anyway. I don't try to do all the extras to get to 99% (it can never be 100%, you do want the shrimps in the tank, right?).
I cut the bag and have the water, shrimps and all into a small breeder box, turn the air flow to minimum (get like a drop every few seconds), then come back a few hours later to pour the whole thing in (sans the dirty stuff on the bottom). If I want to be safer, I might adjust the water flow to highest after a few hours and let that run for a few more hours, or even a day (yeah, sometimes I forget ;-)
Adding some ammonia or no2 (from the bag) into a tank should not affect much, as long as your tank is well cycled. Chances of having hydras or planarias hitchhike is pretty small considering the water is normally taken from the top of the tank. Bacteria will be mostly on/in the shrimps.