That's because the analog pins don't flow more than a very tiny bit of current. Some kind of slow drain is needed and depending on how much current is sourced to the sensor pin a different resistor to ground may suit best. Really perhaps as low as 1k or as high as I dunno might do, I used 22k to ground with input from 0-5V through 2.2k with good results. Without the drain, the wire going to the sensor tends to fill up as it were and measure high or get 'floaty'.
It's possible that some of those sensors put out so little that you'd want 100's of k resistance. I've stuck led leads between ground (the led ground leg) and analog 0 and gotten measures without the resistor to ground, the led made such low current that if I read it often enough per second the reads stayed well below 3V even with one led shining brightly into the led used as sensor. That's probably micro-amps from the led.....
The EE's here can probably explain it all very well, at least to someone ready to handle the explanation.