Does anyone know why?
It's because of how your face works.
"On the inhale" tends to mean you taste with your tongue.
"On the exhale" tends to mean you "taste" with your olfactory senses.
It's not that you're getting two different, distinct flavours. You're tasting the same thing, just interpreting them in two different ways. So if you get "almond on the exhale" that doesn't mean that almond isn't always there and an integral part of the initial impression, it just means that almond struck your olfactory senses more than it struck your tongue.
At least this is how I understand it. :3
What Ayyno said is pretty much correct. Except for you're really using both senses for both inhale and exhale, the reason is simply because we sense them differently if you pay attention.
Anyone got any tips for building flavors on inhale or exhale? Or is that just the flavor itself?