Why is Random.NextBytes() "surprisingly slow"?

From Fastest way to generate a random boolean, in the comment, CodesInChaos said:

MS messed up the implementation of NextBytes, so it's surprisingly slow.

[...] the performance is about as bad as calling Next for each byte, instead of taking advantage of all 31 bits. But since System.Random has bad design and implementation at pretty much every level, this is one of my smaller gripes.

Why did he said MS has made a design and implementation at pretty much every level?

How is the Random class wrongly implemented?