Because ROI describes what a lineup earns over the long run, and one contest is a single run of it.
ROI says what a lineup would earn on average if the contest ran hundreds of thousands of times. A lineup with negative ROI still wins some of those runs. Negative ROI means it doesn't win often enough to pay for the entry fee over time, not that it never wins. When it does, it hit one of the outcomes it always had a chance at.
The reverse case is more common and catches more people. Lineups with positive ROI can still lose money on a given night, because their edge comes from a small chance at a large payout. The chance of cashing at all is often well under half, so the normal result for a good lineup is a loss.