Imagine this scenario: A plum job has opened up, one that you really want and feel well qualified to hold. So you go through the rigorous process of applying. You line up references, write essays, and finally get an interview. The interview goes well and you're feeling confident, and indeed you get a call saying you've been shortlisted for the job. Out of a pool of a hundred applicants, you are among just three who are highly and equally qualified. Would you come back in for another round of interviews?
You can almost taste victory now. So you do the interviews, and again all seems to go very well.