The “shrimp vein” isn’t a vein—it’s the digestive tract, containing waste and sometimes sand. It’s safe to eat once cooked, but many remove it to avoid gritty texture, bitter taste, and for better presentation.
For large shrimp, deveining improves quality and is recommended. For small shrimp or heavily seasoned dishes, it’s often unnecessary.
In the end, it’s a matter of preference—not safety.