It is normally just a misunderstanding of how female sexuality and anatomy works. Most women have to take extra measures to stimulate their clitoris during intercourse. Either a different position, using a small toy or fingers/hand. Only about 20% of women can orgasm without any extra actions during normal intercourse. Their anatomy is such that they get plenty of clitoral stimulation during intercourse, or they are part of the small group of women that can orgasm from vaginal stimulation.
Do you consistently orgasm when you masturbate?