I enjoy writing short stories because you get to flesh out an idea that's been bothering you all week long. The idea whispers in your ear, the idea haunts you while you sleep, and the idea drives you insane! But once you put it down on paper and give it a little story, it stops bothering you.
Ok, that was my troll answer. My real answer: you finish a story pretty quickly, there isn't as much stress, and usually some one can read it in one sitting.