I am confused, we all are permitted to only eat fish that have scales, but it is also permissible to eat shrimps and prawns. Why is it like that? Because they're not fish but why we're allowed to eat them?

And if eating them is permissible, why lobsters are haram? Don't they come from the same order of Decapoda? is there an explanation regarding this?

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That’s because we have hadiths that tell us shrimp/prawn is permissible to eat. So shrimp is an exception.

As for lobsters, crabs the exception does not include them. Shrimp and lobster are similar, but they are also different (for example lobsters can only live in salt water whereas shrimp can live in fresh water). Shrimps swim while lobsters crawl. So there are differences and Allah knows best.