i had the same thing happen with a whisker shrimp i had. so after a lot of reading, some shrimps have a larval stage after they hatch from eggs. during this stage a lot can happen, fish snacks, filter debris, and i think certain varieties need to swim to brackish/saltwater before they can mature.
i was very disappointed when i had no shrimp babies. red cherry shrimp breed rapidly, and once the eggs hatch there are mini shrimp.