J0nathan Chait explains the psychology:
Over the last week, Romney’s campaign has orchestrated a series of high-profile gambits in order to feed its momentum narrative. Last week, for instance, Romney’s campaign blared out the news that it was pulling resources out of North Carolina. The battleground was shifting! Romney on the offensive! On closer inspection, it turned out that Romney was shifting exactly one staffer. It is true that Romney leads in North Carolina, and it is probably his most favorable battleground state. But the decision to have a staffer move out of state, with a marching band and sound trucks in tow to spread the news far and wide, signals a deliberate strategy to create a narrative.
Also last week, Paul Ryan held a rally in Pittsburgh. Romney moving in to Pennsylvania! On the offensive! Skeptical reporters noted that Ryan’s rally would bleed into the media coverage in southeast Ohio and that Romney was not devoting any real money to Pennsylvania. Romney’s campaign keeps leaking that it is planning to spend money there…he story also floats Romney’s belief that, since Pennsylvania has no early voting, it can postpone its planned, any-day-now move into Pennsylvania until the end. This allows Romney to keep the Pennsylvania bluff going until, what, a couple of days before the election?
… The race is also very close, but Obama enjoys a clear electoral college lead. He is ahead by at least a couple points in enough states to make him president. Adding to his base of uncontested states, Nevada, Ohio, and Wisconsin would give Obama 271 electoral votes. According to the current polling averages compiled at fivethirtyeight.com, Obama leads Nevada by 3.5 percent, Ohio by 2.9 percent, and Wisconsin by 4 percent. Should any of those fail, Virginia and Colorado are nearly dead even.