Put in simple terms:

Our experience of reality is not the same thing as reality itself, it is our brain's interpretation of internal and external stimuli based on our prior experiences of those stimuli. In addition, our brains really hate when our perception doesn't line up with our expectations, which causes the feeling known as cognitive dissonance.

So, our brain expects a certain outcome and begins to produce the chemical responses (the internal stimuli) to have its perception of reality match its expectation of the external stimuli to avoid cognitive dissonance.

This is an incredibly oversimplified parsing of what's happening but it's the gist of it.