For those of us in the "Boil'em, peel'em & eat'em" class of shrimp addicts, the amount of time and effort to perform the extensive microsurgery necessary to devein small shrimp would be ridiculous.. The best 'eating" shrimp are small, and you folks must be dealing with some awfully big "jumbos".
True shrimp fans prefer cooking the little buggers with the heads on. No, unlike frequent crawfish eaters, we don't often "suck haids", but protecting the shrimps' tails from total immersion of the open end, leaching out flavor, is traditional and beneficial.
Around here, we speak of "Hotel" shrimp, those frozen and defrosted bright pink jumbos offered at cocktail parties and buffets, "chewy" and bearing only minimal resemblance in flavor to real shrimp. So big that the digestive track may contain identifiable grains of sand, deveining is needed.