Remember, electrons are probability distributions. Let's say you have helium, which has two electrons in a 1s orbital. At any given time, the two electrons are unlikely to be the same distance from the nucleus. Most times, one will be closer than the other. Thus electrons in the same orbital can shield each other - and they affect each other through mutual repulsion.
When you remove one electron from helium, the electron configuration changes quite a bit. You should not find it too surprising that the energy required to remove them sequentially changes.