You may be surprised to find out that there are indeed many people who do eat shrimp without removing the shells, especially if the shrimp are fried to a crisp. There are also those people who not only eat the heads of shrimp, but also claim it is the tastiest part of the shrimp. Still others are against deveined shrimp, explaining that the vein also adds flavor to the shrimp.
By the way, in case you are wondering, the photograph is a close-up picture of shrimp eyes to whet your appetite. Yum!