I have 10 cory in the same tank and they seem to be fine so I'm not sure if it's oxygen or not.
I don't have co2 in the tank and it's full of anacharis and other plants so I would think the oxygen levels should be good.
I put some food in there to try and get them down but they won't budge.
I also found another group on the down spout of my filter and hanging onto my glass cleaner magnet? I've had these shrimp for over a year and I've never seen this behavior.