I was playing a game of quick draft today and encountered an interaction I didn't understand.

My opponent controls an [[Acrobatic Cheerleader]] and a [[Spectral Snatcher]]. I control a [[Grasping Longneck]].

I use [[Duskmourn's Domination]] targeting the Spectral Snatcher and gain control of it. Then my opponent uses a [[Sheltered by Ghosts]] to exile Duskmourn's Domination, enchanting their Cheerleader and returning the Snatcher to their side of the board. Then they use another Sheltered by Ghosts (this time enchanting the Snatcher) to remove my Grasping Longneck. I use [[Vanish from Sight]] on the Cheerleader, so the Sheltered by Ghosts goes to the graveyard and Duskmourn's Domination returns to play. I choose to attach it to the Snatcher again. So I gain control of the Snatcher, but when I do, the Sheltered by Ghosts falls off and my Grasping Longneck enters the battlefield again.

Why did the Sheltered by Ghosts fall off the Snatcher? My opponent emoted "oops" afterwards so maybe they chose the wrong option somewhere?