It's because they are bullies, and bullies feel powerful when they put someone in a no-win situation. I worked for two women who loved to play ping-pong with me. I would ask #1 a question, and she would say to ask #2 (who really had more power). Then #2 would say that wasn't her area, ask #1. After I'd worked there four days, I realized this was their way of bullying employees and annoying each other, so as much as possible I removed myself from the game. But I couldn't entirely do that, and they hated me when I did.