This can happen if the host is firewalled. To find the host Phex has to reverse the route that the Query Hit took. Lets assume host B has the file and you send a query to A. A forwards it to B. Now B returns the search result back to A and A sends it back to you. If the host is firewalled you have to try a PUSH request since you cant connect directly to B. So you are telling A that you like to send a PUSH to B and A forwards it to B. If everything goes right B now connects to you.
But this whole thing is not working if either your host or host A decides in the meantime to drop its neighbor A or B. Then the route is lost and can only be reestablished with a new query.
And if the other servant is many hops away your chance to reach it will get smaller and smaller with every hop.

In your case maybe one of the PUSH routes was still valid but in the meantime the it broke before the request of the second file could get through.

Gregor