Clearly, I'm not the only person who has been perplexed by this. Many people say leaving the tails on makes for "better presentation." But that's also why some restaurants serve some fish whole -- and that's something many diners don't care to stare at on their plate.
There are some who actually eat shrimp tails, but I don't think they are meant to be eaten. I can't seem to find any consensus view on whether eating them is unhealthy or not. And I don't know what to think about the person who called shrimp tails "crunchy and delicious." Crunchy, yes. But delicious?
I am someone who enjoys eating soft-shell crab so I'm not inherently opposed to shells if the texture is different. But shrimp tails don't add flavor (in my opinion) and it's a hassle to have to reach into one's entree to either cut or pull them off.