Delving back into the depths of my past to when I was actually having sex, (which was a long time ago, unfortunately - we could probably compare notes), I seem to remember something similar to this. It didn't happen every time, as I usually found I orgasmed quite easily and several times over, but sometimes it felt like I couldn't quite get there, or couldn't quite finish the ride, so to speak. Very frustrating, as you say. (...and this is even more frustrating, writing about my sex life in the past tense! I need to remedy that.)

Does this happen when you're alone, when you bring yourself to orgasm or do you shut off then also? I used to shut off when masturbating and didn't allow myself to quite 'get there', but with lots(!) of practice I can let myself go more now and I've been discovering whole new sensations. I think the lack of sex with a guy has made me get more familiar with my own body, more confident to know what I want and how to achieve it, and to relax in the knowledge that I WILL get there, and when I get there, to go with it, don't stop or get distracted when reaching that shut-off point.

I'm not sure any of this helps much, but I think I know what you mean