You can't serve shrimp that are still in the shells de-veined. That's why it's called peel and eat. YOU do the work.
It's not a big deal. Just slit the shrimp and use your knife to devein it. It's not a vein either, you know.
If you eat ANY seafood, you are eating something that, essentially, lives in a toilet. So, it seems a bit petty to be hung up on having to de-vein your own shrimp.