Ah yeh, jumbo shrimp have a different and milder flavor from these shrimp. In Scandinavia these smaller shrimp are more common than the bigger ones. When making a stock you only need 15-20 min cooking time and it gets a very strong flavor.
In the US our shrimp almost never have the heads on them. It's just the tail. Crawfish are about the only things I see where you get the whole body.