it's probably a personal preference thing, possibly influenced by cooking method/dish...?
we have a super local fishmonger - fresh whole fish of all sorts from east coast USA types to Mediterranean "caught yesterday" fish - the eyes tell that story, hard to fake the eyes/gills.... plus mussels, clams, oysters (seasonally) - crabs, seasonally - but the shrimp....all come out of a frozen 5 pound block they thaw "in the back"
did a consulting gig in Las Vegas, close contact with the air freight shippers . . .
Las Vegas landed two 747 freighters, loaded to the gills, every day - that carried nothing but fresh seafood - that's like 120 tons per day.....
except.....shrimp - frozed shrimp came by truck....
specialty stuff like Alaskan Tiger Prawns - those were fresh-not-frozen. but the all you can eat buffets did not serve fresh-never-frozen shrimp.