I don't often use Rnd but, reading the help:

Rnd[(number)]

The optional number argument is a Single or any valid numeric expression.

Return Values

If number is: Rnd generates
Less than zero: The same number every time, using number as the seed.
Greater than zero: The next random number in the sequence.
Equal to zero: The most recently generated number.
Not supplied: The next random number in the sequence.

You're not supplying a number so I guess it remembers what it last used somehow ... so you get the next number in sequence.

Regards, TMS