I experience the OPs dilemma more often with multiballs, but there is often a similar thing with games that are new to me as I evolve from the feeling-out the shots phase and begin to consciously aim for game objectives. I think it's just a function of how (some) of our brains are wired to process the cornucopia of stimuli that pinball games throw at us.
With multiballs, I tend to get the most satisfying overall results (but not necessarily the highest score) by trying from the outset to remain focused on game objectives and tolerating a few "sacrificial" drains until I am down to 2 balls (insert joke, "that's what she said", etc.); at that point it is just much easier to keep up with them and actually aim for shots with some hope of accuracy. The frustrating thing is, when I take the other less-precise approach of simply trying furiously to keep four or more in play I can rack up a higher score, but have no idea how I did it, and then when I am down to a more manageable 2-3 in play I'm sort of lost in terms of where I am in the game and am scrambling a bit to catch up.