Excepting kernel scheduling, dealing with the set of problems i,j,k and being interrupted to deal with the set of problems x,y,z means all your short-term memory dealing with i,j,k disappears, and whatever mental work you’ve done to deal with i,j,k needs to be repeated once x,y,z is “problem solved” - but that’s a waste of time, compared to solving i,j,k completely and then moving on to x,y,z, and it’s annoying for the person solving the problems
context switches are expensive
… and yes, sometimes so expensive that not knowing this might, indeed, have a 10x penalty.