You hold the shrimp by the tail, as you eat the shrimp, eventually you are left with the tail.
Why wouldn't you eat the tail last, if you like to eat the tails at all, unless you ate the whole shrimp in one bite ?
It's funny how many sheltered people there are. Eating shrimp tails is not that far out of the box at all.
Comparing it to eating egg shells is just plain dumb. Millions of people eat shrimp tails. Who eats eggs shells ? Nobody. You are silly.