As spokes tighten friction in the thread increases. That means that the turning nipple tries to turn the spoke with it. It's a problem with any screw, but the longer and slender it is the more the screw will begin to twist over it's length. Spokes are about as long and slender a screw as you'll find anywhere, so when you turn the nipple the spoke will twist somewhat until there's enough resistance for the nipple to actually turn with respect to the spoke. You'll feel it as you do some of the final tightening. Greater twist makes it harder to gauge what you're doing when you do final alignment, and makes it harder. The thinner the spoke the greater the amount of twist.

Different builders have tricks to manage twist, which must be removed when the wheel is finished, or the spoke will untwist over time undoing some of your work. Some develop a feel for it, others use some marking technique.