This article, while not being about diabetes, might explain why this happens: New study spills doubt on some fingerprick blood tests | Ars Technica
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Thanks for the link to this fresh publication, @Corinna. It seems blood glucose is not the only thing that varies from drop to drop.
Swings were the problem in the study led by Richards-Kortum. She and her colleague Meaghan Bond drew blood from 11 healthy donors and used successive finger droplets for a handful of tests, including ones that measured hemoglobin and white blood cells. At first, the researchers thought maybe their equipment was off. But after testing the samples further, diluting them into larger volumes of liquid and comparing results with venous samples as controls, the researchers found that the droplets themselves varied.
While the current state-of-the-art BG meters and strips may not be 100% accurate and precise, they seem to be good enough to treat diabetes.
I would have thought the more fitting question would be if one has ever testeed twice within minutes and gotten essentially the identical reading. That would be the more unexpected result, no? 
[quote]I would have thought the more fitting question would be if one has ever
testeed twice within minutes and gotten essentially the identical
reading. That would be the more unexpected result, no? [/quote]
I have. I just did this morning, in fact. Different fingers, too, but both results were 3.7 mmol/L. I find my Contour USB Next very accurate, so sometimes it does give identical readings, but sometimes it varies by 1 mmol/L or so. I view all the current technology as estimates only, but like @Terry4 said, it’s all good enough for diabetes treatment.
Mine are usually within 5 or 10% difference. I try to test in different locations - like different hands, to get the greatest possible amount of variance, and then take the average, when I’m doing record keeping or calibrating my Dexcom. They are usually essentially identical - within 5% difference.