Howling:"X is really Y" theories: why?

I'm curious why there are so many fan theories that established character X is really earlier established character Y in disguise.

If the answer were just, "Because they've done it before," that would be that. But I can't think of any examples. Sure, often a newly-introduced character turns out to be the Master or Rassilon or whatever in that same story, but have they ever followed someone as a recurring character over multiple stories and then revealed him to be someone else? (Yeah, I know about Harold Saxon--but we didn't actually see him at all until Utopia, much less see him as a major character; he was a background plot detail that we kept hearing about.) But maybe I'm missing something obvious.

So, what _is_ the explanation? Why do people always think that the Rani, Romana, Susan, Jenny, the Monk, etc. will be introduced disguised as another major recurring character, when that's never happened before?

(I'm guessing Delton Menace's answer is going to be "because people are stupid", but I'm hoping for something that gives a little more insight. Why? Well, we know that SM, like RTD before him, has heard all these theories, and even jokes about them. I suspect he's also tried to figure out why. And he likes to play with people's expectations.) --Falcotron 05:55, May 6, 2010 (UTC)