The reason is if you put it between the mat and cage, you will know what the floor temp is which is what you really want as you don't want it too hot since snakes burrow. You don't place it inside the tank because if the snake poops or pees on it, the liquid will give a false reading and can cause the thermostat to heat the mat which will result in a burn possibly. Also if the snake spills the water dish, it will do the same thing not to mention probes usually are not water proof so snake piss or water spilled on it can and probably will kill the probe. Also if the snake burrows and pushes the substrate or probe, you can get a false reading and you don't want to use tape inside the cage to secure it as tape+snake=disaster.
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