Shrimper's daughter here. Eating it won't hurt you; it is just tiny sand particles and a bit of nitrogen waste. (Shrimp eat very small things, mostly microscopic things.)
Normally shrimp are only deveined at counts below about 25 shrimp per lb. ("Jumbo" and larger); if they are smaller than that it is not worth the effort because the amount of debris in the digestive tract is miniscule and won't affect texture.
One of the best laughs I ever got in my life was listening to an out-of-towner at a shrimp stand in Louisiana asking to have gumbo shrimp deveined (gumbo shrimp are known elsewhere in the country as salad or extra-small shrimp. They are tiny, normally upward of 60 count to a pound.) There is no way you could devein a shrimp that small without completely destroying it.