Unlike AM or FM broadcasts, shortwave broadcasts are much more likely to be affected by atmospheric conditions. This is because shortwave broadcasts are refracted from the ionosphere and reflected off the earth at different angles and distances around the world.
It is best to stay on one frequency if at all possible because that makes it easy for regular listeners to find the station. However, if propagation or interference requires it, a frequency may change to provide a serviceable signal to listeners in that region. Announcements are made in advance so listeners are informed of the upcoming change. Since this is a common practice among shortwave broadcasters, most listeners are used to the idea of scanning the dial to find their programs.