Because the design is bad. Likely a floating input pin to the microcontroller. I disassembled it and found out that just by touching the switch solder pads, it can turn itself on or off. I went through two of these things and both had the same behavior. I don't want to reverse engineer it, so I will likely just redesign the whole electronics.
Same issue with the power button doing weird things, and this is the second one I buy. I opened the thing up to see if I could add hot glue or grease to prevent water from causing trouble. The issue is not just the button, once I completely disassembled this thing, I found out that just by touching the pads where the button/LED pcb is soldered to the main pcb, the thing can turn on/off by itself. This likely means a floating pin that detects the switch or some other bad design issue (call the company and get a refund). I could spend some time reverse engineering the circuit, but since I have designed stuff like this before, it would be a LOT easier/faster/better for me to redesign the PCB from scratch (and maybe add some features!). So... stay tuned... I might decide to spiffy it up and fix this.
if anyone is interested, send me an email to wahlfix1980@hotmail.com, would be nice to hear what people think and what features might be cool to add (Bluetooth anyone??)