Why can’t I tell the difference between unvoiced “th” and “s” even though I am a native speaker?

Answer 1

Have you had your hearing tested? This could be the problem.

Answer 2

The way both phonemes may be used can be confusing, as it comes from an older form of English not commonly used today. Hence, English incorporates many different languages and this is but one example of many in which memorization comes into play.