That, but it also costs me a lot of time to set up and tear down our database. If I had to do that for every test everything would slow to a crawl.
Order dependent tests happen when you have like a createUserTest and a deleteUserTest and the latter doesn't actually create the user it deletes but requires being called strictly once after createUserTest.
Some of our code at work is like that and it's a pain because it means the tests have to run sequentially (slow), you can't run any single test in isolation and if something breaks it sometimes causes a failure in the wrong test.