They may not be as sentient as other beings but I would still abstain from eating them to just be consistent as a vegan
In humble opinion, I’ve been asked this question a lot from non-vegan relatives since I neither eat them. Even thought I have to addmit I am not enough documented on the subject, as far as I believe, it all depends on your principles and reasons why you choose to be vegan/vegetarian. Truth is they haven’t got such a developed immuned system, but that does not neglect their condition of animal beings, as they’re classified, since they do actually answer stimules from their environment on their own, having a choice instead of an "instinct" (contrary to, for exemple, mushrooms, responding to being hunted, whose answer is predeterminated). So, as they turn to be considered alive, in our sense, as a vegetarian I personally do not eat them, considering they have actually been killed even though not painfully.