I'm happy to explain this one without science (given that tricky et al have done the job).
Anecdotally: When I'm lifting, I want to have maximum energy. I want maximum control, maximum safety, and maximum strength. When I'm running (cycling / insert aerobic exercise of choice), I'm doing it to build endurance, and thus am not working maximally, so I don't mind feeling a little tired when I start, sometimes it even mimics how I'll feel when playing sport.