It happens anytime you coil something up, rope included. Think about this for a minute. Forget about rolling up a rope. What if you wanted to make a helical coil out of some flat ribbon. You might take the ribbon and start wrapping it up a dowel. Then you remove the dowel and you're left with a spiral of the ribbon. Now grab the ends of the ribbon and pull. The spiral gets tighter and tighter but it never gets straight because, and you end up with all these tight twists in the ribbon. Every time around you're also introducing a twist.
So rope...wire....aluminum foil....a roll of toilet paper....doesn't matter. Anytime you roll something up flat, you're also twisting one end in relation to the other end. So you have to introduce an anti-twist for every twist you put in.
It's tough to see why if you're just thinking of rope, but if you think of it as if you're making a helix (which you basically are) it's a lot easier to envision what's going on.