Keeping the delusion alive that they could have a chance. There is some small crumb of social status in having a women around you / her letting you stay around.
Also, it would go against their self-image as good, respectable bodies with a penis to openly admit to themselfves that they want sex, that they have no chance because they are ugly and that it would be best to give up on this whore and try someone else.
Sometimes women can be good friends though, at least temporarily. When I was bullied in school, it was a bunch of overly agreeable girls who at least tried to let me stay around their clicque. It didn't help much, I was already too damaged and we were too differend. At the time I even hated them for it, because it felt so humiliating to have this pity socialisation handed down to me, I would have prefered to just be left alone to suffer in silence. But today I can at least appreciate the attempt.
And one of them did become a friend for some time and I made a few good memories with her (like 2 days when I sperged out about some special interest of mine and she was genuinely into it and we talked for hours).