Why would IQF shrimp say "do not force thaw under running water"?
Three possibilities that I can think of:


If the water weren't cool enough and they were big shrimp, it could raise them to a temperature at which bacteria could develop.
If the water were actually warm or hot, it could start to cook the shrimp.
If the shrimp were defrosted directly under water, not in a bag, they could absorb some of the water and the texture would become mushy.


So of course Costco could write "If you defrost the shrimp under water, make sure they're in a bag and the water is cold." But perhaps they feel that people are more likely to read a warning than an instruction, so their current wording is safer.

Just guessing, anyway, but a quick Google search doesn't turn up anything more likely or useful!