I think there was some health scare a few years ago about toxins in the shell. Whether this was man made pesticides or a natural poison, I can not remember. But the fact remains even at heath food stores, you have to buy them shell less nowadays.
The EC declared brazil nuts in their shells to be a health risk back in 1994 because of a potentially carcinogenic toxin that is normally present on the shell and the cost of removing the toxin was such that the supermarkets decided to stop importing them. (http://news.bbc.co.uk/2/hi/uk_news/4065611.stm ).
I am sure that I heard just before Christmas that supermarkets were now going to start selling the nuts in their shell but since I've not actually been into a supermarket for weeks now (I hate crowds) I don't know whether they were available again.