For eg. Sony Z1s: It's Got the Look, But Leaves You Wanting More.
When you're done using it, you are "left" in a state of dissatisfaction - you want more after you have gotten all that this thing has to give. It's saying "this isn't necessarily horrible, but it's not as good as I hoped for." On the bright side, what you did get was pleasant, even though it wasn't enough.
I agree with @BigBoss comment, and I know the expression Always leave them wanting more is also used in the show business, to recommend that when the audience is responding positively to your performance you should not exhaust your repertoire in that occasion but rather end your show before the spectators become completely satisfied, so that they will probably be eager to attend your next show.