One scenario:
If I break-away trying to win a stage, and one of the GC leader's teammates comes with me, he'll just be sitting on with instructions to not work/help. I don't want to do all the work, tire myself out by the finish, and have him blow past me in the last 500m winning the stage. So, if I break-away and he comes with, I sit up & stop trying so hard. I end up getting "dragged back" to the peloton.