No, it's not their habit of winning the International Wife Carrying Competition every year since the dawn of the Millennium.
The most annoying habit of Estonians is answering all questions in English (or Russian, Finnish, German, Swedish, whatever) when they are asked a question in Estonian. Today I had such a dialogue. My half of the conversation was in Estonian, the other party's was in English. I could have understood most of what he said correctly in the language I am trying to learn (which most Estonians would like everybody that lives in their country to know, by the way), but instead I had to converse with another Estonian unwilling to speak in his language with someone enthusiastic enough to try and speak it with him.
I know others who have had similar problems, including Russian-speaking Estonians who said it took a LONG time for Estonians to respond to them in Estonian, even though they are fluent in the language.
So what's the deal here? Why does everybody encourage you to learn, and then snatch victory from your hands when you muster a correct sentence and wish to have a conversation? Why are Estonians so willing to bend over and introduce another language in a conversation? Why is it that when you go into a R-Kiosk in Tallinn, and two people speak Estonian and the third person speaks Russian, that everybody will talk to the Russian-speaker in Russian rather than have to deal with some bad grammar or some mispronounced words from the non-native speaker?
Is it really so hard to humor us?