Think of free throw shooting. If you miss the first one, statistically, the second shot is about 8-14% less likely to go in than if the first shot is made. Now take that and apply it to everything in baseball.
The pitching, the catching and especially the hitting are all affected by “what just happened”. If the pitcher just threw a terrible pitch, the next pitch is likely not going to be a 98 mph fastball that hits the top corner of the strike zone. If you a hitter that just swung and missed a 75 mph fastball right down the middle, you probably aren’t going to be homering the next pitch.