Our kitties get a little annoyed by the application, and seem to sense when I get the frontline out, as soon as one has had it the others run and hide from me.
They probably just don't like how it feels. If someone poured some bad-smelling liquid on my neck I don't think I would be thrilled about it.
As long as they aren't having a serious health problem from it, they should be fine. Keep an eye on them and make sure they are eating and drinking normally.