Don't you hate it when you can't stop thinking about how you got out?
You sit on the side of the pitch filled with regret and frustration. Sometimes this feeling lasts for days. You kick yourself, you dwell on what you could have done differently. You consider if it's all really worth it.
When it's really bad, you carry all these thoughts into your next innings. Instead of just reacting to the ball you are double checking your technique and tactics and getting your mind in a whirl.
It clutters your mind.
It lowers your batting average.