It is because the number of generations for each difference in the number of mutations covers a very wide range. Some companies just give the median, when they should give the 95% Confidence Interval or some other range. If you test enough people, you will see that close cousins may differ by more mutations than very distant ones.
DNA cannot show you an exact relationship. You need the paper trail for that. It is really most useful in showing that people are not related in a genealogical time frame. This allows people to focus their research on those who are related.
This thread will give you an idea of how testing is combined with the paper trail: