This is because if player one wins, he will have a 4-0 lead on me, while if player three wins, I will trail the leader by 3-0.
For example, consider a session of three players where player one has won three games, player two zero games, and player three one game. If I am player two and I become kingmaker, I would help player three. This is because if player one wins, he will have a 4-0 lead on me, while if player three wins, I will trail the leader by 3-0.