In my case, it's because my beard lies very flat to the skin
I've got the same issue. My electric has a flip-out "bear trimmer." I use that thing first, then I use the main part to get a clean shave. It's a Braun and it was some cheap POS that I bought at CVS. Works good. It's similar to these, but it's an older model.
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-Rob Riccardelli
80GB 16MB MK2 090000736