Here's one reason why. Scan the headlines and look for claims about programs that are Obviously Good Ideas, according to Some Source. Too often, articles like these quote a member of a special interest group claiming that (surprise!) his interest is special--not out of any selfish motive, of course, but because funding this interest will produce spillover benefits for everyone else in the city/state/region/country/world.
A lot of special pleading is incomplete, and therefore, it's very seductive. How often have you seen a claim that reduces to "We Would All Be Better Off If This Were a a Free Lunch and We Accepted It"? The solution, of course, is to ask the rare questions: At What Price? Who Pays?