i was under the impression that when animals such as shrimp molt there shells that they are in a very delicate stage of there life and that they eat their old shell to replace the proteins (or calcium i cant remember which) that they lose during this process.
Mine set there molts up as decoys it appears. Once I see a molt I know that I will not see my shrimp at least for a half day to a couple of days. I don't know where they go but they do come back. I just leave my molts in the tank for the tank to take care off. I can't see how that would be a very big bio load anyways.