Cashews are never sold in their shells because the shells contain a toxic oil.
Why it is true
The cashew shell contains anacardic acid, a substance that causes severe skin burns and is toxic if ingested. Therefore, cashews are always steamed to remove the shell before reaching the consumer.
Source: Food Network
Would you rather be asked first?
This is the reading side of the site, so the answer is in the sentence above — that is the whole point of it. Test yourself works the other way round: the question comes on its own, and the fact and the explanation only appear once you have answered.