When I execute the following query I would expect the results to be two of the same number. But it is two different numbers.

with t as (SELECT RAND()) 
SELECT * FROM t 
UNION ALL 
SELECT * FROM t;

I was using a similar process to try to randomize treatment and control and I thought the CTE was storing results, but it seems like it is storing a reference to a function and the function re-rolls the rand() every time it is queried later in the CTE chain. Why are the numbers not the same?