Great question. I’ll give you four general reasons why I think that’s the case.
1) It’s a lot easier to explain why you want a new/better/different job than it is to explain why you left your last job/aren’t currently working.
2) You’re in the game. You’re actively engaged in an industry/occupational marketplace, doing the work, walking the talk. That’s different than trying to keep up with the marketplace by watching from the sidelines.
3) You have an increased level of self-confidence, particularly on a subconscious level. You already have a paycheck, maybe not the one you want, but one none the less. And that’s less to lose if you don’t get the job.
4) Employers have an increased level of confidence in you. Someone else thought enough of you to hire you AND keep you; that’s a good sign.