Given my usual level of competence when flying I agree that this is the most likely explanation. However, in this case I did not do anything wrong. When I left the first aircraft and entered the airport I did indeed see signs to the gate for the second flight. But a member of airport staff was stationed at the signs, telling me and other transit passengers that we had to go through the luggage retrieval area and re-clear security in order to get to the gates for connecting flights. So there must be some other explanation.