We don't smell with out noses, we smell with our brains.
Another thing would be the difficulty of niche manufacturers to insure consistent quality of the ingredients involved in production.
I also find that I get more consistent results when testing on paper -- apparently the temperature, the cleanliness, the acidity, etc. of the skin cause a lot of variation in the way the fragrance responds.
Also, your mental state might perceive different things in different environments and circumstances.
Also, I NEVER completely trust any of my reactions to fragrances when sniffing them in a typical perfume shop because there are just too many ambient smells around that interfere with with smelling process.