The real question is why can shaving be so disappointing?
Because shaving literally slices off the ends of your hair, it can leave a sharp edge behind. When those cut edges emerge, you can feel that rough, stubbly sensation as you run your hands over your skin. Not to mention how it feels to someone else!
And, no matter how many blades you have, the stubble will always emerge. Add the possibility of nicks, cuts and razor bumps to the equation.