variables in heredoc

[StrangerInBeijing]

I just started using this heredoc syntax after reading about it. Pretty handy and easy to use.
One thing I dont understand though.
The following will fail:

$ret_val = <<<EOT
        $_SESSION['usr_sal'];
EOT;

With a

Parse error: syntax error, unexpected T_ENCAPSED_AND_WHITESPACE, expecting T_STRING or T_VARIABLE or T_NUM_STRING

error.
However, this will work fine:

$var = $_SESSION['usr_sal'];
      $ret_val = <<<EOT
        $var
EOT;

I dont get it...both are essentially the same thing, or not?
The same thing goes for constants I defined in included files.