There's only so much you can control. Hardest one for me was when I interviewed somewhere one year, they said I was in the top third of interviewees, and the only reason I wasn't selected was because the guys who got selected interviewed the year prior. Fast forward one year...didn't even get an interview at the same place and my app was much stronger. I can't really explain that one, or why I get certain interviews some places and not others. I just look at it and say, it's probably a good thing you didn't get selected there because there is another squadron out there who actually wants you, what you can bring to the table, and would be a much better fit. The problem is that you don't find that out until after the interview and everything is already a sunk cost.
I agree, it stings to put the emotional, monetary, and time investment into each unit, but it stings more when you don't even get the chance to interview. I am an out-of-towner for every unit, so I would like to think that as long as you get an interview, each dude you are interviewing with has an equal chance, but I doubt that is usually true. Always an uphill battle, even more so recently.