Does shaving your body hair cause it to grow back thicker?
People have a tendency to assume that when something happens, whatever they did immediately before must have been the cause, but it is not necessarily so. The cause may be something else, totally unrelated to what you last did, or the result might have happened anyway even if you did nothing.
When you first start to grow hair as a man, the hairs come in very fine. They feel soft and silky because they easily bend. But has the hair follicles swing into action, the hairs become larger around, are more noticeable, and feel coarser. When you shave off the fine hairs, coarser hairs come in -- not because you shaved, but because the hairs were turning coarse anyway.
In addition, during your teenage years all your hair follicles don't develop at the same time. They start working a few at a time so that your hair becomes progressively thicker over several years. Shaving off your hair removes the early hairs so that as the hair grows back, they are coming in with later developing hair follicles. It looks thicker, but it would have been thicker anyway.