"Time flies like an arrow. Fruit flies like a banana." -- The Flying Karamazov Brothers.
Have you ever told a joke to someone who "doesn't get it"? If you patiently explain the referents you may get them to "understand" the joke, but they will probably respond something like "So, why is that funny?"
In the simple example above, you probably found this funny if (1) you are familiar with the maxim "Time flies like an arrow", (2) your knowledge of the English language allows you to understand that "flies" can be a verb meaning "passes swiftly" or a plural noun referring to a type of insect and that "like" can mean both "as" and "enjoy" (3) your knowledge of writing style leads you to expect that when the same word appears in two successive short sentences, it will usually have the same meaning in both sentences.
I think we face the same problem when we try to teach mathematical understanding. A proof is most memorable to us when, like in getting a pun, we make a connection between two or more apparently unconnected thoughts, what is often called an "Aha!" moment. Without previous deep knowledge of the constituent thoughts, the student may be able to follow the step-by-step logic, and may be able to remember the proof for tomorrow's test, but the proof will not be memorable, and both the theorem and the proof will soon be forgotten. One implication for pedagogy is that the curriculum must be carefully planned so that, when a mathematical topic is introduced, the students will understand the constituent parts and be able to appreciate their connection. Otherwise, we are mostly wasting our time.
I recently came across a proof of the Pythagorean Theorem that was new to me that gave me an aha! moment. This was given in Sanjay Gulati's excellent "Mathematics Academy" blog as a Geogebra demonstration. He does not indicate the original source of the proof. The aha! moment comes for the connection between the Pythagorean Theorem and an apparently unrelated theorem that I always teach in my elementary geometry class, the "crossed chords" theorem. The aha! moment occurs from looking at the following picture.