Why does the tensor product pop up in the inverse image of modules?

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For sheaves of sets, the direct image has a simple left adjoint given by the usual colimit over bigger open sets.

But for modules over a sheaf of ringed, the inverse image sometimes involves tensoring the naive inverse image with the sheaf of rings. Why is this? Why does the tensor product pop up? What makes the naive inverse image stop being left adjoint to the direct image?