Which reasons are behind analog synthesizers creating less "perfect" or "defined" waveforms, when compared to their digital counterparts?
The digital sawtooth waveform is going to "look" nice and linear because they are often generated from a D/A converter where some software steps the D/A inputs in even steps per unit time.

The common analog technique to generate a sawtooth waveform is to use an oscillator circuit that charges a capacitor through a resistance between two voltage thresholds. This type of circuit design invariably will exhibit some exponential curvature of the ramp of the sawtooth waveform. It is totally possible to configure another type of analogue oscillator that changes the capacitor from a constant current source instead of a simple resistor. When a capacitor charges from a constant current source the ramp will be linear like the digitally generated waveform. 

There are several possible reasons that the analog designs trend toward the R/C type design as opposed to the constant current source type design:


The designer was not well versed in circuit design techniques and
never explored all the available techniques.
Building a constant current source type design takes more components
and is thus more expensive.
And as Andy tried to point out in the comments above, it probably does
not make a substantial difference in the end result if there is some
exponential curvature to the ramp or if it is linear.