Why can't we use confusing when we are trying to relay that we are confused? Because the two adjectives have different meanings.
This is a bit hard to explain, so bear with me and hopefully it will become clear eventually.
confused, adj (past participle) I am confused. (= I am bewildered/unclear about something.)
confusing, adj (present participle) The directions are confusing. (1. They are hard to understand. 2. They made me confused.)
What is the grammatical answer to this?
"confused" is a result. A person, animal, report, explanation, statement, etc can be confused. The animals and things in the above sentence are confused/unclear.
"confusing", as an adjective, is also a result, but it can also have an effect, which is to make someone confused.
A confusing report or directions can make you confused.
A confused person can make you confused if they give you a confusing explanation of something.
We can say that we are learning, hiding, and so forth so why not confusing? Again, you can say "confusing", but it doesn't mean "confused"!
Similar adjective pairs are bored/boring, interested/interesting, tired/tiring. (along with the ones bertiethe blue gave)
Now ask questions as needed.