When you ply from both ends of a center-pull ball, the outer yarn is coming off around the outside, in "circles" roughly. The center-pull yarn is coming straight up. So, what's happening behind your hand? the outer yarn is going around and around that center yarn ... effectively, plying it behind your hand.
That's why sticking it back on the nostepinne or sticking your thumb in the middle helps -- if there's nothing behind the point at which the yarn is being controlled, it won't wrap back there (there being no back there to wrap ... oh man, too much "The End of the Beginning" (Avi) at bedtime again!).
Though wrapping the two together into one ball would be a much more secure way of avoiding the whole mess altogether. I have to remember that one next time I'm plying ...
(posted by me this day on livejournal\spinningfiber)