It’s not unusual, even in a sauteed dish, to see shrimp served with the last bit of shell remaining on the tail segment. Most frozen shrimp just come this way and almost all shrimp available have been frozen. The little tail shell makes a good handle to pick the shrimp up.
Rather than pawing through a saucy dish to pick up the shrimp to remove tails, lots of folks just chew the tails. You can also move them a bit to the side, pin them down with a fork, and slice that part off, before eating.
The tail shells of fried shrimp are crunchy and they taste good. They do contain a nice morsel of meat. If you buy shrimp to shell for yourself, you can always remove the tail, leaving the meat intact.