You may have bought some shrimps that come from very different water parameters. OR just shrimps that are of weaker strain. Try to acclimate them over a longer period (few hours) using the drip method. It's unusual for them to die so quickly.
It's much better to get shrimps from a local source so that hopefully the parameters won't be too far off. Do you have both male and females out of your five shrimps? If so, they should breed and soon you'll have more than you want Maybe worth holding off buying more until your tank is more settled. Good luck anyway