Should I wear a medical alert bracelet if I have never had anaphylaxis but have shrimp allergy?

Yes. Shrimp allergy is a potentially life threatening allergic reactions to shrimp. The evaluation of food allergy requires a detailed history to confirm the reaction and confirmatory skin test / lab test and possible oral challenges. If one has a history of reacting to shrimp (or any food) and this is confirmed by an allergy evaluation and testing then tx includes: avoidance, Epipen (epinephrine) and medic alert.
Worrisome issue. Was this label based on a blood test showing high IgE levels to shrimp (most accurate), a skin test (maybe true) or a suspicious encounter at a seafood restaurant ? Sometimes the culprit is the seasonings. If it is true shrimp allergy I would get the bracelet. If the issue is not clear I would seek clarifications.
Epipen (epinephrine) It is hard to predict if and when you develop anaphylaxis. You can develop it not just eating real shrimp but also other foods cooked even the slightest amount of shrimp or shrimp juice. So it can be adantageous not only wearing a mecial alert bracelet but to carry an Epipen (epinephrine) injection or two with you at all times just in cae you experience anaphylaxis.
Shrimp allergy. history is the most accurate for any food allergy, if you really had severe allergic reaction/anaphylaxis to shrimps, then you need a medi-alert bracelet, epinephrine injection and antihistamine tablet handy. As regards food allergens, blood tests are good negative tests, skin tests are more accurate but need expertise, see an allergist if you are in doubt, good luck.