Shrimp and most “fancier” seafood were and remain pretty expensive in Germany, so that was a very rare treat when I grew up, and we still mostly buy local fish when in Berlin, which is cheaper. It’s kind of amazing how affordable shrimp are in the US in comparison.
I would never order shrimp cocktail at a restaurant for the same reason as yours, and it’s so easy to make!
One of my favorite shrimp dishes was at the North Shore on O’ahu from Jenny’s famous food truck. They were so good we went back a second time 
