It doesn't itch when you shave your face. It doesn't grow back thicker, either. They're either terminal hairs or they're not; cutting them with a razor doesn't change that. It has a thicker appearance and rougher feel because the end of the hair is flat rather than tapered. If you don't like it just shave it. Your facial hair will be patchy and thin for at least a year, then it just comes in gradually and you can grow a mustache and sideburns if you wish.