Is it safe to eat shrimp with the mud vain still in it?

When I buy shrimp I usually buy it raw uncooked with the shell on so I can peal them and de-vain them before I cook them? I was always told to remove the mud vein because its Shrimp SH*T.. Or shrimp feces? Well I purchased a box of SeaPak Pop Corn shrimp all ready cooked just heat and serve.. Well I warmed some up but before I tried them I got curios? So I pealed some of the coating off of a few of them and the mud vain was still in them? So I pealed the hole plate.. I found around 4 out of 30 that had the mud vain removed the rest still had the vein's left in them?? So my question is? Is it safe to eat these?? Is this a health issue?? Personally seeing those veins still in them grossed me out so I didn't eat any of them? The thought of eating cook shrimp SH*T just gave me sour stomach. Ive even seen those shrimp platters at Wal-Mart cooked then chilled with dipping sauce just looking through the package I saw a majority of them with the vein still in them? Correct me if I'm wrong but the mud veins are suppose to be removed before consumption right? Does anybody have a thoughts on this? Or has anybody purchased these and never bothered to look??