They do, ladies and gents, Gremlins do have tails.

And I have the facts to prove it! Or rather, the SK wiki has the facts to prove it, as I am 1. Blissfully unaware of this game's inner workings and 2. Generally incompetent. I'm trusting the wiki and/or the good people who run, maintain, and sustain it to be correct while I make these wondrous claims. Technically, I could test this theory, but that requires work...and I'm lazy. If anyone has connected these dots earlier, then all to 'em, but let it be known that I've copyrighted the idea. And if somebody copyrighted the idea earlier, then all to 'em, call my lawyer.

Okay, bottom line is, Gremlins drop Bushy Tails. To drop a bushy tail, one must either be carrying a tail, or simply have one on their person. I suspect the latter out of our loveable enemies, and conclude that these Gremlins do indeed have bushy tails on them, which raises the question, why haven't we seen these tails?

The only proper way to find out is to watch the fabled "Tev Gremlin Tail Song" song. This incredible masterpiece of music and insightful lyrics provide all the explanation you need. Honestly, I haven't listened to it in months, so it could very possibly not be at all about Gremlins and tails, but still watch it. :D

I just realised I just spent a half hour stumbling along typing this at 2 in the morning. You know it's late when you have to retype the word 'masterpiece' 4 times. xD
Check ya'll later, goodnight.