It's true. They're not. "The customer is always right" may not be THE most annoying catch phrase ever, but it's one of the dumber ones. Frankly, not only is the customer not always right, but they're often kinda dumb.
I could, at this point, launch into a rant about my 2 1/2 years working as an Ad Set Supervisor at Kohl's, and all the people I encountered there, but that would be marginally more unprofessional than my usual fare, and that's not really where I was planning to take this blog post (not that I ever plan any part of my posts more than a sentence in advance).
This is somewhat prompted by my encounters with the ranting of gamers on game message boards. A frequent cry I hear on game forums is "The devs don't listen to us!" What many players seem to have difficulty grasping, is that "doesn't listen" and "doesn't agree" aren't the same thing. It's quite possible they listened very closely to your suggestion/idea/rant, then decided it was bad. Or impossible. A lot of people (not just MMO players, but people in general) have an alarming sense of entitlement, and expect to get anything they want just because they want it. Frankly, just because you thought it up, doesn't mean it's a good idea. I arrogantly like to think I have a better track record than the average person, but I'm fully aware that not everything I come up with is instant gold. Some people seem to miss that, though.
The problem as I see it is that many customers don't really see the "bigger picture." They only focus on that which immediately impacts them, to the exclusion of all else. To harp on the game example again, let's focus on difficulty. It's a pretty common trend in games to have easy stuff which leads into hard stuff. The problem we have is that some people want lots of easy stuff and not much hard stuff, while others want lots of hard stuff and not much easy stuff. They're both valid, but also obviously contradictory. Game developers cannot cater everything to both parties in this example of theoretical absolutes, and an attempt to "split the difference" will just result in both sides being angry they didn't get everything. The folks in group A will complain that X is too hard while the folks in group B will complain that Y is too easy, each ignoring the stuff that IS right for them, and complain "We didn't get what we want so the developers aren't listening."
There are also issues with limited resources. There is not a single computer/video game anywhere in the world that could not be improved in some way, nor will there ever be. Every developer wants to make a perfect product of course, with every feature any player could ever ask for completely free of bugs. In practice, however, this is quite impossible. When you are doing things for a business, eventually you have to accept that enough resources have been dumped into something and it's time to push it out the door and see what it can do. The problem now is that people will make all sorts of crazy demands for complex features and endless content, oblivious to the impracticality of what they are asking, and when it isn't implemented perfectly overnight, they complain "devs ignoring the customers!!1!eleven."
This applies to other industries as well, of course. Yes sir or ma'am, I'm sure you do want that pillow to be half the listed price, but we can't just cut prices for anyone who asks, can we? And yes, it would be quite lovely if that glassware was unbreakable, but physics doesn't work that way. If you look over here though I can show you some fine plasticware.
tl;dr Just because someone wants something doesn't mean they should get it.