What happens is that in each clump you've got the gelatinization of starches, which happens very quickly at the surface of the clump and it kind of forms a protective skin around this dry hunk of flour.
Alton BrownThe worst food you'll ever eat will probably be prepared by a 'cook' who calls himself a 'chef.' Mark my words.
Alton BrownAll that [replacing of fat] does is lead to dissatisfaction and I think that dissatisfaction results in overeating.
Alton BrownYou need to either create a slurry in a cold liquid, which also works with cornstarch, or you've got to do your gravy in a very wide pan and kind of scatter the flour over the top and then very quickly whisk it in.
Alton Brown