It has been known for nearly 20 yr that the pseudo-phase-space density profile of equilibrium simulated dark matter halos, ρ(r)/σ 3(r), is well described by a power law over three decades in radius, even though both the density ρ(r) and the velocity dispersion σ(r) deviate significantly from power laws. The origin of this scale-free behavior is not understood. It could be an inherent property of self-gravitating collisionless systems, or it could be a mere coincidence. To address the question we work with equilibrium halos and, more specifically, the second derivative of the Jeans equation, which, under the assumptions of (i) the Einasto density profile, (ii) the linear velocity anisotropy-density slope relation, and (iii) ρ/σ 3 ∝ r -α, can be transformed from a differential equation to a cubic algebraic equation. Relations (i)-(iii) are all observed in numerical simulations and are well parameterized by a total of four or six model parameters. We do not consider the dynamical evolution of halos; instead, taking advantage of the fact that the algebraic Jeans equation for equilibrium halos puts relations (i)-(iii) on the same footing, we study the (approximate) solutions of this equation in the four-and six-dimensional spaces. We argue that the distribution of best solutions in these parameter spaces is inconsistent with ρ/σ 3 ∝ r -α being a fundamental property of gravitational evolution and conclude that the scale-free nature of this quantity is likely to be a fluke.