This is all about the "Wait! What?" factor. Have you ever been watching a movie or reading a book and you get blindsided by a plot progression that doesn't make sense? You know, an instant solve? I worry about this with writing because sometimes it feels like it takes too long to get from point A to point B. An instant solve would be easy, but taking the easy way out doesn't solve the long term of the book.
This song is like that for me. The guy doesn't want to admit that his girlfriend broke up with him, so he tells everyone she died in a tragic way. =)