Good point. We fish a lot of shrimp flies over her in the baltic and I have been thinking the same many times. Problem is, they go both ways, depending on the situation. Normally forward, but flight backwards. Like a crayfish.
I haven´t found a true shrimp pattern that moves well with all the tentacles tied in to the front. Again, like a crayfish pattern... Fish usually don´t give to much. Even late summer browns in gin clear water might ask for a natural colored shrimp and a specific presentation but not necessarily in the right swimming direction.
I need to start tying some saltwater flies. Granted, I'm several hundred miles from the Gulf Coast, but, we do have some good Stripers around here. I've got an 8wt, and would love to tangle with a good Striper on that thing.