I've been doing that for years - since I was a kid. I read that walking from one room to another and forgetting why you did is a defensive instinct. Seems your brain is programmed to search the room you walked into for danger, and naturally forgets unimportant things like what you did or thought before you enter the new room.
It does make sense. The dangers of the first room have been conquered, and the dangers of the room ahead are unknown. Yes, even in a home you've lived in for years and years and years.
Or maybe it's a way that forces us to get more exercise. I can almost always remember what I wanted to get from the other room when I back track...