First off I just want to say there's no reason to feel self conscious at all or even feel the slightest bit of negativity towards yourself. Sure there are always going to be girls that are skinnier/smaller, but that doesn't mean you shouldn't love your body.
I think it's just the fact that girls clothing in general seem to vary in fitment. Being that I'm a guy, if I buy a tee shirt, chances are that whatever size I normally wear will usually fit me fine but I think it's because there's only so many different tee shirt brands (Hanes, Fruit of the Loom, Anvil, ect). For girls clothing there are sooo many more designers/brands and styles for tops. It's also harder for girls because depending on the designer/brand they all will probably vary on what they deem a "small" or "medium". I'd say if you wanted consistency maybe try and stick to only a handful of brands that you like. On the other hand I know girls like to have a lot of variety and different styles so that may not work out too well. Maybe you could start designing your own clothes. Then your clothes would always fit perfect haha.
RE: Why can I not be thinner/smaller? The never-ending debate when shopping for clothes...