Same with meat on the bone for me. Like... I love a biryani, but it's so much better when the chicken/lamb is boneless. I get that the bone imparts some flavor, but I don't think it's worth the effort and mess.
Anything I can't eat with my hands, should not be covered in a sauce that I don't want on my hands.
Fried shrimp with tails = fine. Bone-in chicken legs = fine.
Bone-in chicken in biryani = not ordering. Shrimp with tail in pasta = sin against god and crime against humanity.
I don't really like buffalo wings. I know boneless wings are basically just "nuggies", but I prefer them, especially if things are getting saucy.
A dry spice blend can make for acceptable wings, but I actually still prefer something like a spicy breading and a bigger piece of chicken, if I'm going to have to deal with bones.
But, I will admit that is a good border case, and isn't quite the sin that shrimp w/ tail covered in cream sauce is.