Not when eating it, I eat it all the time.....however I can not clean raw shrimp or even be in the same room with raw shrimp without my eyes starting to swell shut.
When you touch it, it eventually gets transferred to your mouth. For people who are sensitive to it, it only takes a very small amount. My wife is sensitive to it and can have a reaction from just touching a lime that was sprayed with it because it goes from her hand to her mouth.
Shrimp gets sprayed with sulfite's as soon as it comes out of the water. The fact that once its cooked or washed you are okay indicates its something on it.
One more problem is that a person doesn't always have the same reaction, possibly because of prior exposures from other sources or current health. For example, sometimes my wife can have one or two shrimp with no effects and other times a small amount can cause a severe reaction.
Most times the reactions are mild but they have been known to cause death when the airways swell so much you cannot breath. At one time my wife needed to carry an epipen but since has the problem under control.