Because human sexuality is a very complex thing. There are a number of studies using brain imaging technology which demonstrate various reactions to pheremones....but that doesn't mean that in the real world, wearing such pheromones will have any effect at all. They might, they might not given the interplay of a thousand other factors which come into effect in human sexuality.
I would imagine that these probably have some effect but my guess is that the dramatic results people are experience are a self-fulfilling prophecy. People expect these products to work so they carry themselves with more confidence. That confidence makes them more attractive.
With that said, I've never tried them (just read some of the science behind them).