The problem
Why the click and the band fall out of step.
A click stays at a fixed tempo, while a band can speed up or slow down. When only one player hears the click, that player has to follow both.
Intros are often where the problem shows first. Before you start playing, you have little influence over the tempo. The band may already be speeding up while the click in your ears continues at the starting tempo. By the time you come in, the two no longer match.
The click does not change with the band. It is not a shared reference; only you can hear it. That leaves you trying to close the gap while listening to two different beats.
The click can then make the band harder to hear. Turning it up only makes the two conflicting beats more obvious.