Nearly all lobsters, shrimp and crabs that I've seen molt did eat their shell to regain what may have been lost nutrition. I usually see the molt at the bottom of the tank, though, as opposed to floating.
It will probably be a good idea if you buy some liquid aquarium multi-vitamin/mineral supliment right now and put it in the tank as it will help your shrimp regain and grow back his shell, shrimp can often become mal-nourished through the molting process.