Years ago, a kid who was a little smaller than others in his grade at school might have been called "shrimp" by his peers. These days, I suppose, anyone who did so would face expulsion. People are just so sensitive to minor insults these days. But it's not just that. It's really become a much bigger insult than it used to be. Have you seen a shrimp lately? Just look what they've done to that interesting looking, colorful creature, which now too often turns out looking like this:

Pale, its head whacked off, its shell stripped (except for that shell left on the tail, like allowing a concentration camp inmate to keep his underwear for dignity's sake), frozen within an inch of its life and cloaked in a layer of ice. Surely, anyone would be much insulted to be likened to such an unsightly thing? It looks a little better when it's cooked, but look, the shell that's left on covers about 1/3 of the shrimp meat:
Sometime about a decade ago, maybe longer, shrimp began appearing universally in restaurants with the tail section of their shell attached. I'm pretty sure the trend was driven by our increased reliance on imported frozen shrimp, and by restaurant suppliers, who find it convenient to deliver them this way. From the commercial point of view, this may make sense: that tail section is hard to remove without removing the meat inside it; the shrimp looks a little forlorn without its point; and I suppose that little bit of tail shell adds to the net weight of the package.
For consumers, the advantages are less clear. Probably the most common way of serving shrimp is at buffets and cocktail parties, boiled, their flavor masked with a sauce, and eaten with the fingers. Some say the tail provides a "handle" for this purpose. But to me, it's a wasteful nuisance. So there you are, ready to nibble your shrimp. The shrimp tail can be just crunched up and swallowed, but I'm going on the assumption that most people don't enjoy doing that. And the shell covers not just the little tailfins, but the entire, perfectly edible, last section of the shrimp, making it accessible only by dint of great gnawing and gnashing. Of course many people, I suppose, ignore that and aren't concerned about the waste involved.
OK, you've eaten your shrimp and either jettisoned the tail section or not -- now what do you do with that shell? Plates are nice when they're provided but often, they're not. In the days when shrimp didn't have their tails you used your fingers, or plucked them up with a toothpick. Fingers can be wiped and a toothpick dropped in a pocket, but who wants to drop a shrimp tail, or a dozen of them, in a pocket?
Beyond the cocktail-sauce circuit, shrimp turn up in a variety of cooked dishes in restaurants. Batter-fried at a fast-food joint? Same problems as above, though you are more likely to have a plate or cardboard tray to drop them in. Even worse: shrimp with their tails still hanging right in there, grilled, or served with grits and dolloped with a sauce, or even plunked into a bouillabaisse or a soup (as I encountered last night) where you're given only a large spoon to eat them with.
These kinds of preparations, requiring the diner to resort to fingers, or to splash around in his broth with clumsy instruments, to me reflect a thoughtless and inconsiderate chef. Restaurants ought to think harder about serving their customers, rather than the Sysco production-line managers. In most cases, those tails ought to be removed in the kitchen.
One final word about so-called fine dining establishments: Shrimp with tail shell bring the whole tone of the place down a notch, because they scream "frozen shrimp!" Famous chefs, get thee to a seafood market, shell them in your own kitchen (including the tails). And if by chance you're serving them just grilled, then it's fair to give us the whole shrimp -- head, tail, shell and all.