You are going to get several explanations for that.
I personally think the primary reason is, rust on the rotors causes uneven wear. If you look at your car rotors in the morning after is has rained, especially a fine mist rain. you will see the rotors are covered in rust, except under the pads that were protected. So when you drive, and apply the brakes you wear off the rust. However the material that didn't have rust on it stays. After a lot of this you will end up with warped rotors.
Others say its a cooling issue or caused by using the brakes hard.