There are many reasons for this, but the biggest one is simple: You're eating shrimp prepared by professionals using better equipment than you likely have at home.
They have no reason to worry about health-consciousness, so your shrimp is probably doused in butter — which, as we all know, makes everything taste better.
Steakhouse shrimp is often grilled, giving it a very specific taste that's slightly different from the scampi you're likely making. A lot of it also comes down to perception.
Studies have shown that a person's emotional state can influence how they taste food. Eating at a restaurant is fun, and you don't have to worry about cooking the meal yourself.