Wonder if they automatically say the first one's wrong to see if the person squirms at all before asking the person to try again (this time for reals).
(I hate that stuff, especially the password/captcha stuff that auto-fails you the first time.)
This is why it's good to get the guards on your side. Not so easy for the villains to escape when there's dozens searching for them instead of the usual half dozen or less of an adventuring party.