They’re just different species. Some shrimp are pinker and some are grayer, even when they’re still gamboling about on the ocean floor. But all of their shells turn bright pink when cooked. That color is in the shells all along, but it is masked by darker colors that break down when heated.
At least in the case of domestic Atlantic shrimp, the shallow water ones are more or less sand-colored for maximum camouflage against the sandy bottom. In deep water, where the prevailing light has a bluish cast, they can afford to be pink, because reddish pigments don’t reflect much blue light and therefore don’t show up.
Unless you live near the shrimp-boat docks, all the shrimp that you buy were almost certainly frozen fresh from the boat or even when still on the boat, and shipped to market in that condition.
At the market, they thaw out batches of shrimp to put in the display case. Like a lot of other seafood, however, shrimp begins to spoil quickly after being thawed. Fortunately, you carry with you at all times an exquisitely sensitive instrument for detecting spoilage: your nose.
Any odor at all, other than that of a fresh ocean breeze, is your cue to buy something else for dinner. So don’t be afraid to ask to smell a sample of the shrimp up close before you make your purchase.
Once, I almost got my head handed to me by an indignant fishmonger on the waterfront in Marseilles when I picked up a squid and sniffed it. I hadn’t realized that I was dealing with the fisherman himself, straight off the boat. How much fresher could it be?