I find it hard to understand what really is the issue with multiple comparisons. With a simple analogy, it is said that a person who will make many decisions will make many mistakes. So very conservative precaution is applied, like Bonferroni correction, so as to make the probability that, this person will make any mistake at all, as low as possible.
But why do we care about whether the person has made any mistake at all among all decisions he/she has made, rather than the percentage of the wrong decisions?
Let me try to explain what confuses me with another analogy. Suppose there are two judges, one is 60 years old, and the other is 20 years old. Then Bonferroni correction tells the one which is 20 years old to be as conservative as possible, in deciding for execution, because he will work for many more years as a judge, will make many more decisions, so he has to be careful. But the one at 60 years old will possibly retire soon, will make fewer decisions, so he can be more careless compared to the other. But actually, both judges should be equally careful or conservative, regardless of the total number of decisions they will make. I think this analogy more or less translates to the real problems where Bonferroni correction is applied, which I find counterintuitive.