I have never had a problem with my Blue Pearl or Crystal Reds escaping and I have no lid. A few times I did a little too aggressive of a water change and they hung out towards the top of the tank but never made an attempt to break the water surface. I would highly suggest a sponge filter. It becomes another food source for them as they can eat off it. When I was new to shrimp they would always get sucked in to my whisper filter and it even killed a few. I have a theory that a lot of the time, if a creature takes the gamble of jumping out (minus Lobsters, they're adventurous), there is probably something not right with the water.