For the same reason you always find things in the last place you look.
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I lost another arrow today while shooting my recurve. I short stroked the shot and drove it into the grass about 20 yards in front of me. I even seen it go in but I kept on shooting. I should have stopped and went straight to it and dug it up. I pulled the detector out and couldn't get a ping on any metal. I was fooling around with the recurve shooting at 40 yards...I shouldn't even had attempted it. :)