Especially baby carrots, which are the junk of the carrot world, do not taste good.
Also peeling them causes them to deteriorate somewhat.
I speculate that the varieties are different too. A carrot grown for a supermarket has to have properties that its home-grown cousin needn't, for instance a uniform size and shape to facilitate packaging, and not shrivelling after a week in storage. These probably win over taste when it comes to selecting the variety.