You are missing nothing much.
Shrimp tastes a lot like lobster. The texture of the meat is "fatty" with a more substantial texture than say...the fat on a steak. Shrimps are much smaller, but the taste of their meat is so similar to lobster it is hard to tell the difference. Lobster meat is always prepared differently from shrimp because it is a much bigger bit of meat. The "traditional" way involves lots of butter and sometimes garlic. The texture is rich and many people do not like it. Without seasoning and proper prep, it can be bland and boring. Crab is stringy and has a more fibrous texture than lobster or shrimp. It does not taste good by itself, unseasoned (no shellfish does).
I no longer eat any shellfish (as of 2012) or any scavenger fish or animals of any kind. Unfortunately for me that also means oysters (I used to love them).