Only Load Model in construct ??? Why

[eluser]Snoob[/eluser]
I have the code:

function index()
{
$this->load->model('user_Model');
$this->user_Model->a();
}

The method a() is used to echo A; (because this only is example);
But it not working.
After I have the code:

function __construct()
{
parent::Controller();
$this->load->model('user_Model');
}

function index()
{

$this->user_Model->a();
}

And It've worked, why?