What does ‘playing through interference’ mean?

You’ve no doubt heard the old saying: “You can’t have your cake and eat it too.” Well, with ‘playing through,’ the ‘cake’ is the striker’s right to call a let when encountering interference—and the ‘eat it too’ refers to delaying the call until some time after. You must do one or the other; you either stop and make the request immediately on encountering the interference, or you carry on and thereby forfeit the right to any request for that incident. Any delayed request (essentially a change of mind) typically occurs because the striker, upon reaching the ball, realizes that the return was more difficult than anticipated.