It is because you are using the brush tool with a very small, 1 pixel size. The brush tool 'surrounds' the edge of the brush with anti-aliased, semi-transparent pixels. These make the painted shape look smoother. Only 1 pixel then all semi transparent 
If you need to paint-in individual solid pixels use the pencil tool which does not use anti-aliasing.
If you need to paint-in individual solid pixels use the pencil tool which does not use anti-aliasing.