Because when the downhaul is completely off, there is no camber in the sail. The sail material is allowed to relax and align itself to the wind, especially along the leading edge. Once you pull on the downhaul, you are forcing shape into the sail and so the sail can never actually align itself to the wind, therefore it can never go fully into "neutral".
You crank on the downhaul to reduce sail power while underway, but whenever you want to park, you should let off the downhaul completely (so there is no tension along the leading edge of the sail).
This is a very comprehensible explanation - addressing both the righting issue and parking at the beach. Thanks!