Why do employers prefer to hire people who are already employed?

Let me start off by saying I am employed. I quit my job a few months back, finish graduate school, and began applying to a bunch on places (with no success).I just took a job doing something I like, but would never consider doing long term. Since then, I have gotten numerous calls for interviews (and some leads). Anyway, I have heard employers like hiring those that are already employed; Why is that? It doesn't seem fair ( sometimes finding any job has nothing to do with your abilities).