The reality is that it is generally harder for people with a vagina to achieve orgasm than for those with a penis. There are very much evolutionary reasons for that and... let's not talk about that because it is dark as fuck.
In a perfect world? Two (or more) partners will always climax at the same time and everything will be wonderful. But that just isn't reasonable. Maybe its been a while and one partner finishes faster. Maybe its stressful at work and you thought it would work but it just isn't. And maybe you just kind of want the borderline sensory overload that sex toys tend to be capable of.
The reality is that partners should work towards making sure everyone orgasms as much as they want to. If that involves external stimulation with a vibrator while you have vaginal sex? Go for it. If that involves finishing someone off with a handy? Go for it. And so forth.
And if you feel that not being able to make your partner cum the way you want to is a problem? Grow the fuck up. Everyone is different and everyone responds to some stimuli better than others and that can change from week to week. If your partner really likes a vibrator? Awesome, work with that. Integrate it into the fun. Rather than get angry that they don't want you to fingerbang them instead.