It has been a long time ago since my post about tuning tools, but I found a very interesting paper written by some of the best people in the database world. There is a point where they say
"... Moreover, at the current time, the automatic tuning aids in the RDBMSs that we are familiar with do not produce systems with anywhere near the performance that a skilled DBA can produce. Until the tuning aids get vastly better in current systems, DBAs will turn the knobs."
(by the way, I'm still in the process of digesting all the very interesting content available there. If you want to have a broader view of where the database world is heading to, the vldb papers are a good place to start)
While this is missing the why part of the question, which I argued that those tools don't know the context well enough to tune as efficiently as a skilled person does, it is really comforting to know that I'm not the only one with that opinion.