Just because you would like it doesn't mean everyone does.
In my opinion, AJAX is fantastic when it is done right. Not only is it good aesthetically, it has useful practical applications (such as the aforementioned video scenario). Unfortunately, it is rarely done right when there is a lot of information to process. There are so many different browsers which handle it slightly differently, it's a nightmare to code, confusing for the user when it doesn't work (but most likely submitted the content, just not returned it) and often done for little more than the sake of it.
Even sometimes when I post a comment on YouTube, the submit button greys out and gets stuck on "Posting..." (or whatever it says) - then if I reload, sometimes its there, sometimes its not, maybe that's because the person posting the video has comment moderation enabled? Who knows? Not the user ;)