When hair is not shaved...the ends are
naturally 'tapered' though you'd have
to see that under a microscope and
softer to the touch. Shaved hair has
a blunt end as it's been cut, so it has
a shorter, coarser feel than untouched
hair.
Possibly trying a creme depilatory
would be better, as it's supposed
to lessen the regrowth of hair if
used often enough or just leave
a razor in the shower and use it
on the stubbly bits after you
shave your legs, etc.