For "I don't understand", the verb would need a prefix to show that the subject is "I".
The verb does not have a prefix if the subject is "he" or "she" or "it" or "they".
So yajbe' can mean "she doesn't understand" or "it won't understand", for example.
Also remember that the subject is after the verb in Klingon -- so because "Mara" is the subject of "Mara does not understand", it's yajbe' mara in Klingon, with mara after yajbe'.
It only feels weird to you because you're accustomed to how English works. There are plenty of natural languages out there that are put together very differently than English is, like Japanese or Swahili. They're not objectively "weird", they're just outside your personal experience.
"It" and "he" being the same word has nothing to do with manners or lack thereof. It's strictly a matter of whether the language does (or at any point in its history, as with English, did) have grammatical gender.
In French, for example, there is no neutral "it". Depending on the grammatical gender of the thing, everything is either "il" or "elle" where in English we would say "it".
It was explained on the first lesson page that Klingon does not have grammatical gender, and therefore only has one third-person pronoun.