Indeed. My father had prostate removed (due to a tumor) and does PSA screening regularly. A while after the surgery his PSA showed up again and started raising - slowly. Unfortunately, it took _years_ before doctors were able to locate source of it and remove it. I suspect you can imagine the impact it had on his mental well-being. Each test was bringing him closer to potentially grim diagnosis. He knew he had it, but he didn't know where and how serious it was going to be.
I was shocked by it. So many times I've heard that people get diagnosed too late, and here was my father with as early as possible confirmation of spread of his cancer and he was told to wait.
Edit: clarification on the cause of prostate removal.