Yeah it makes no sense, it happens, and they can't really come up with a definitive reason why.
The only thing I can think of is specific heat capacities, the warmer water gets, the harder it is to retain that heat or something. I don't completely understand it, but I know it takes 4.186 joules to heat 1g/ml of water 1 Celsius, and as the temperature increases the energy required to do that decreases, meaning that each g of water can only hold so much heat before essentially that energy is surplus and it loses it to the surrounding atmosphere.
That was a horrible attempt at explaining something I can't explain, but I hope you get the idea
