Epic bump to show how ridiculous this is. It's TWENTY EIGHTEEN, we're now on iOS 11 and macOS High Sierra, and this is still happening. Took me about 20 attempts just now to enable Personal Hotspot. No reason, it's just always been unreliable and always taken at LEAST 2 attempts to start like some old car with a dodgy starter motor.
Over the years I've acquired new Macs and iPhones and gone through multiple reinstalls. I've done all the "turn it off and on again", "remove iCloud from everything and go through the Hell of re-adding it all again" and "trash Bluetooth preferences" and all that kind of stuff multiple times too. Is Crapple ever going to get around to fixing this? It's an embarrassment.