No, your body isn't an exception, either. It looks thicker, because you've shaved off the hair at its thickest point, at the base, and it continues growing at that width. If you remove your hair by tweezing/waxing, or after your hair has completed its cycle and falls, it starts growing back again with a thinner end.
The most painless way is shaving, or using an awful smelly chemical depilatory. Everything else is painful, and lasts for varying lengths of time and is suitable for certain areas. . I finally bit the bullet and started getting laser treatments on my unwanted hair, and the results look promising, but I'll need a few more cycles before I'm hair free in the unwanted areas.