As you zoom in towards the subject, the maximum aperture decreases; while this decrease gives a commensurate increase in depth of field, depth of field also happens to decrease with increasing focal length. (The reason for depth of field, in short, is that cameras can only focus at a single distance. Outside of that distance, points are actually small circles, but, as long as they are smaller than the acceptable circle of confusion, the human eye is unable to tell the difference between a point and a circle. The result is a range of distances at which a photograph appears to be in focus.) While an increase in depth of field can be useful, for instance, when you're trying to compensate for that loss due to zoom or get as much of your picture crisp as possible, the flipside is that the reduction in aperture decreases the amount of light reaching the sensor.