What's in your tank now? Unfortunately, the cycle is not a step that you can just check off a list. Every time you add or remove life, you disrupt the equalibrium and the bacteria population has to adjust.
A tank with a couple of pieces of rock thats cycled doesn't have a very large bacteria population because there isn't much life that is producing waste (bacteria food). Whenever you add a new fish or coral, the amount of waste produced is now greater than what your tank can handle and thus it will affect water quality. It takes a bit of time for the population to grow to handle the new supply of waste. Adding fish slowly, the impact is not noticable. Add a lot of stuff at once and now you have alot of unprocessed waste. If this degrades water quality enough, then a really sensitive creature might die. That will cause more water quality problems. More things die... you get the idea.
Not sure if anyone had told you WHY to add things slowly. That is why.