Playing the piano looks so easy. Listening to the piano while playing it is anything but easy.
The instrument gives off incredibly complex overtones - so complex that the sound of the piano defies synthesis. Think about that. You are a child (remember?) whose hearing is very much more sensitive and detailed than your teacher's. Hard to imagine? Well, the acuity of the child ear wears off over time, for a variety of reasons, some of them cultural.
And there is your teacher imposing upon you, the child -- by definition more "with it" -- a version of hearing that is woefully simplistic, if judged according to the only applicable standard, that of your sensitive ear.
So why doesn't pedagogy take this into account? As a distinguished colleague (Professor of Piano Pedagogy, by the way, which I am not, thank you) answered when I asked her: "It takes too long."