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.
the problem is people calculate the profits they would make when they got instantly delivered, and than compare the profit 3 months later to the profit today and they become disappointed. It's better to guess what they would make if the difficulty quadripled and see if they'd still be worth it.
Some aren't, especially not when they get delivered too late (looking at you BFL), but others are.