This phrase is intended to express surprise, disbelief and/or annoyance upon discovering said event, usually because changing radio stations was initiated in an effort to avoid listening to the song currently being aired.
A nerdier version of the slang deja tune, as it also references a glitch in the matrix, highlighting both the rarity of the event, the sense of deja vu when it occurs, and the strong feeling that someone, somewhere out there is fucking with you.
(Changes radio stations)
"Oh c'mon! It's on this station, too..... stupid glitch in the radio matrix."
Person 2 - "At least on the last station the song was almost over."