[thejeff]

Possibly because we're not thinking about it in game theory terms.

Assume nation A has helped me throughout the game, even sometimes when it was not to his immediate benefit. We've traded things back and forth, come to each others aid when attacked, plotted attacks together, etc.
Sure we both know if we survive long enough we'll have to fight each other, but until then ...
Why shouldn't I do one last thing to help him before I die?
Maybe it's RP, though it's not something I'd really think of as role-playing. More just human nature.
We're not calculating odds of winning. We're not aiming to influence a game. We're helping someone who helped us one last time. Or hurting our enemy one more time.

If you want to look at it strictly in terms of winning, the logical thing to do would be to drop the game once your chances got too small and start another game.