In a world in which most everything is available digitally at the click of a button, it's difficult to comprehend the idea that something may not be possible to buy any more. I'm not talking temporarily out of stock, either - I mean literally impossible to purchase (save for buying an existing copy off someone else).
Before the internet, and the rise of digital media, it was fairly common for CDs, cassettes and vinyl records to simply go out of print. If not enough people were buying them, record companies had no interest in creating stock just so it could it sit around in a warehouse unsold. When it comes to retail, shelf space is extremely valuable, and a handful of fans wanting a certain album isn't a strong enough business reason to spend money on production.
In the end, there's just too much music being made for every single album to be kept in print. Normally the music that doesn't stick around isn't worth hearing, but every so often something becomes unavailable only to later be recognised as valuable or interesting.