Because our brains are idiots. ;)
I've definitely noticed the same link between breakfast and the rest of my day. If I go to Waffle House or burger king for a high-calorie, low-nutrition breakfast, it's hard for the rest of the day to make the right choices and stay in my range. I've actually had to force myself to remember this a few times when I had cravings.
I think what happens is when we ignore our body's natural satiety mechanisms, we kinda short-circuit our willpower, too.