I don't really have this issue, but I've known girls who have and could never quite understand why they don't just shave.
"It will make the hair grow thicker!" They say. Well, I say that's rubbish! How does something upon the surface of the skin affect the roots of the hair? I suppose if the hair is shorter it could look thicker, but I can't see how shaving would cause hair to grow back thicker.
Even if that claim were true, why does it matter? If you are going to shave the hair anyway, why does it matter how thick it is? No one's going to be the wiser. No one tweezes their leg hair for fear the hair there will become thicker.
Shaving seems the fastest, less painful way to remove hair, so I would assume it to be a favorite amongst mustachioed ladies, and yet they choose more painful (and expensive, in regards to waxing) methods. It makes no sense to me.
This has been on my mind for roughly ten years now....