Alright then, if you must have an answer...basically, you know Blissey has 255 base HP. That's 651 HP with max IVs and no EVs. With 252 EVs it has 714 HP. So, 651/714 is about 91% of its normal HP. Losing 9% doesn't make a whole lot of difference. Compare with Shuckle, which has 20 base HP. If you were to give that 0 HP EVs, that'd be 181 rather than the normal 244. So 181/244 is about 74% of what it would be if it invested in HP. Losing 26% of its HP is very noticeable, and hinders its tanking ability, even if you were to max defense and special defense to compensate for it, because those stats are already high in there base.
So basically, the higher your base stats, the less leaving the stat un-EVed makes a difference. That's why it was common to not invest in Blissey's high special defense in ADV.
Hope this helped.