Cleaner Shrimp Not Cleaning

I bought a Cleaner Shrimp from my LFS a month ago. They told me I would see it clean all my fish and explained how cool it was, but so far I have not seen it clean any of my fish. I talked to my LFS about this and they said that I'll never see the shrimp clean my fish because the fish don't want to expose their gills when I am in the room, as I seem like a possible threat to them. I have never heard of this and want your opinion... Is this true or does your shrimp clean in front of you? Thank you.