The question title pretty much says it all. Many recipes (such as this one) specifically recommend that the tail/last segment of shell be left on when preparing shrimp.

Is there any reason for this? When I'm eating shrimp I generally prefer having all the bits of shell removed by the chef so that I don't have to stop and manually remove the tail from each shrimp in the dish (which can get messy when eating, say, a Thai curry with shrimp in it).

Why should tails be left on if the shrimp are easiest to eat when all of the shell has been removed prior to cooking?

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The shells do have strong shrimp flavor that can contribute to a sauce, and are also left on for visual reasons. But personally, the choice of whether to leave it on depends on how I'm planning on eating the shrimp.

If they are going to be picked up and eaten, it is nice to have a little "handle" to grab them by. If they are part of a curry or heavily sauced dish, or the occasion is formal enough to demand using a fork and knife, the tails come off regardless of recipe advice. (If you really want the tails there for their flavor, you can pop all the shells into a cheesecloth bag, cook, and remove the bag before serving.)

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