Because some search engines count the number of times a word appears. All search enigines use a differen way to index pages as you might have noted. Thus, if you have a small number of words on your page a word might be more relevant than the word a same amount of times on a page with a bigger total amount of words. Beware though, Lycos only indexes pages with more than 75 real words. Lycos' spider won't index that page.
Some spiders check where a word is placed in a document.
This results in words at the top of your document getting a higher relevancy value than the same word would get near the bottom of the page. It is a good custom to write a little three text that describes your site. Put as many keywords in this text as you can bet keep it readable. This story can be used in many ways. Just after the 'BODY' tag because the first 200-300 characters after it get indexed more often than the rest of the text.