Where is your mind at moments of transition? If you watch carefully, you might discover something—that it's gone unconscious.
Before the transition, our attention was focused on some activity. Then that activity came to an end and our attention shifted to another activity. But between attending to the first activity and the second, there is a moment of transition when our attention may become unfocused. Unfocused attention is another way of saying that we're "unconscious;" that is, we're not aware of anything.
Swami Veda, in talking about gaps between breaths, said that those gaps are unconscious moments, and are equivalent to little deaths. If you want to overcome death, he said, learn to close the gaps between the inhalation and exhalation.
Closing those gaps requires remaining conscious during the transition. Otherwise, the breath just stops, unconsciously, for a moment.
One way to close the gaps in the breath is to pay close attention as the inhalation nears its end and to immediately begin exhaling when the inhalation would stop. Then, again, as the exhalation nears its end, observe closely and begin inhaling just when the exhalation would stop. In this way, one eliminates the gaps and remains conscious through the transition.