Coupling from the Past: Why reuse randomness?

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In Perfect Simulation e.g., Propp & Wilson 1996, we need to re-use the randomness.

I'm attempting to understand the Example on Page 6 of this paper, screenshotted below.

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I see that this gives bias - but only because I ran a computer simulation using this scheme. I'm struggling to understand why we have this bias, and am lacking intuition.