I am always rubbing on my eyelashes on one eye and noticed one eylash is short stubby and sore. Why do I get the desire to pull it out?

Force of Habit. Some people develop a habit of rubbing or pulling eyelashed out just like some bit their fingernails. Very difficult to get your self to stop. Seeing an ophthalmologist to confirm that there is no infection or other issue would be prudent.
Habit or Irritation. If you have dry eyelids that could be irritation. Using a little vaseline may help. If it is obsessional behaviour, psychological counselling and behavior modification programs may help.