I felt that that way about some places I applied. Especially the ones that we're really nice on tours and that I liked. I really liked Willamette, but it came down to the simple fact that UIUC could offer me a LOT more options on graduating and in education. I expressed that idea to them in my withdrawal, that I really appreciated the scholarship/opportunity/etc. but that I just couldn't get the kind of future options from them that I could from a tier 1.
That one made me really sad - because it started as my top choice before I'd gotten my LSAT back.
Of course, there are some that I was happy to send.... Lewis and Clark offering me NO scholarship! Withdrawal! Withdrawal!