It's because spirituality is a one on one experience- it's subjective.
To try and share the feelings of elation, "proof" and transformation with others is to share the experience vicariously and indirectly and it just plain ol' loses it's punch.
I have had many a client run home to tell their family members about the amazing reading they had, only to meet with skepticism and hole punching enthusiasm. It hurts but it's human nature to be skeptical.
We are so afraid of being made a fool of, or being ripped off and we can't wait to point out how another may have allowed just that. There is no cure for this but direct experience. You must experience it yourself to believe it- period.
I recently did a reading and the child of a friend of the person being read showed up. She gave simple details, evidential details and not generalized details of her existence to the friend- who luckily knew her well enough to be able to confirm them all. When she took the details back to the girl's mother, even though all the details matched, the mother was disappointed that the things she would have liked to have heard weren't said. And after talking it over several times with her, the woman who had the session felt deflated and doubtful as well. This happens, it sucks, but it happens.
I usually tell people that the reason I have seen such simple, but true, information come through for a person not at the reading, is so it will be just enough for the person they very much want to talk to, to give it a try. This doesn't always happen, and it's not my job to make it happen- but, when it does, it's incredible to witness and assist with. Why? Because the spiritual experience is sacred and subjective- and they need the subject of their love to be present to receive the experience directly. Receiving the experience second hand waters it down a little bit more each time and it just doesn't give the lasting lift it's meant to give.
If we get to be the lucky receivers of that direct knowing of LOVE, of sacred experience, then we need to contain our experiences within our own heart as much as possible, because they are sacred. We can share the experience, but limiting to whom we share it with is very important to maintaining the gift of the experience. It really is a "you weren't there, you don't understand" kind of thing.
This doesn't just apply to mediumship- it applies to all spiritual experiences. It's between you and God- period.
So resist the urge to tell too much, to try to convince, or to gain attention from your sharing or you just may find the gift is no longer there and doubt has filled it's spot.