It's most probably because of your network interface's MTU (Maximum Transmit Unit). For instance, on my Linux machine the standard MTU for ethernet interfaces is 1500 bytes and 16436 bytes for the loopback interface. I guess you read the protocol specifications wich does not take into account the lower layers. However, there are ways of changing the MTU value, but even if you do so for the source machine the packets will be cut further on the network by the other equipments.