Using Dijkstra's algorithm with negative edges?
Short answer is that Dijkstra is a greedy algorithm, meaning we assume that we have made the best choice possible in every step of the algorithm. With negative edges, this is no longer possible and thus a greedy algorithm will not suffice.

Here's an analogy: (that might help, or confuse even more) Take a convex optimization problem and poke a concavity into it. Now ask the question why it can't be solved with a linear program. The problem is that the linear program's premise is that once we reach the edge of a convex surface in the direction of optimality, we know for certain it is optimal. With a concavity, this no longer works and the algorithm falls flat. The negative values are like these concavities, they introduce local extrema making it harder to find the global one.