Because they sell them for more btc that they can ever mine. You should ask why people are buying them instead...
I simply don't think this statement is true. I started with 6 USB Block Erupters. They not only paid for themselves, I was able to buy 5 more and a 10 port hub with the profits. I now have 11 USB Block Erupters running at 100% profit minus electricity costs. So people are making money on these things, just not as fast as everyone would like I suspect.