Yes, you should defrost shrimp before cooking for a few reasons and here's why: 1) Shrimp must be de-veined and cleaned; 2) If you want perfectly seared shrimp; 3) To prevent the shrimp from releasing extra water or ice crystals into the recipe; 4) Allows the seasonings to adhere to the shrimp better which makes the shrimp more flavorful and doesn't make the recipe taste watered-down.