Why does my boss wait til my review to tell me there is a problem ?

I think you're absolutely correct in saying this this is bad behavior on the part of your boss. When you come to your review at the end of the year there shouldn't be any surprises. If there were problems along the way he should have brought them to your attention before the review, especially if you've asked for feedback.

Areas you need to improve in aren't necessarily problems.

It's possible your boss (I wish you'd given an indication of which pronoun to use!) didn't think about your weaknesses UNTIL the review process, when required by that process to come up with things where you could use improvement.

What was the upshot of the review? Was it a strong one, overall?

Does your employer have employee review of bosses? If so, that would be a good thing to mention.

Otherwise, you might simply say, next time the two of you meet, that you were surprised at that part of the review, as you had expected any problems to be brought up sooner, and that you hope they will give you feedback any time there's something amiss.

But ONLY if you don't think it was just "having to come up with areas of improvement for the review" but actual problems.

Your boss probably doesn't enjoy the review process any more than you do. He undoubtedly receives pressure from his manager as well as the corporate HR department to write reviews that contain both praise and constructive criticism. Do you have regular meetings with your boss? If not, you should request them.

I gave reviews once a year and unless it was an act worthy of firing the person then and there I never varied from that. So what is your problem you were not fired just told what ever you were told was wrong with your work. You need to grow a spine and forget it or discuss it with boss and get fired becaue he does not want to be bothered with you.