The Kilrathi, as far as I can remember, are only shown with tails in the cutscene at the end of SM1 (where Prince Gilkarg is executed), and in the wall painting in the WCP intro. However, this doesn't actually mean that at other times they are tail-less - it just means that when you design a uniform (or armour, as in the case of the scene shown in this thread) for a biped with a tail, you don't actually have to leave a hole for a tail. Indeed, in the case of armour in particular, there are obvious reasons why you not only don't have to leave a hole for a tail, but also wouldn't want to.