The reason is that ultimately God is beyond our understanding. Think about it for a second, if we made God up as atheists like to claim, we would tend to produce an image of God that would be consistent with our understanding. However, if God is real and has revealed himself to us as best as our understanding makes possible then there would be aspects of his nature that we would not be able to understand.
This is one area where the Trinity is a perfect example. There are things about it that we can understand for example that rather than being 1+1+1=3, it is actually 1 X 1 X 1 = 1. The simple fact is that there are just ways in which the very notion of the Trinity is beyond our comprehension. If God is real isn't that what we would expect? Would we not expect there to be aspects of His nature that we would not be capable of understanding?
In other words to God that we would be capable of 100% understanding probably would not really be God but just some figment of our imagination. The fact that we cannot fully comprehend the Trinity is actually strong evidence for both the existence of God and his trinitarian nature.
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The Carlton Mystery: The mystery of the old clock
