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Because, for all their fuckups, they're somehow still insanely dedicated to their villainous cause. It's admirable, but also kind of tragic because they've proven they can be good at literally anything EXCEPT what they're being paid to do. If they quit Team Rocket like they had wanted to early on in the series, they probably could have made it big in any other profession, but instead they continue to go on these fool's errands for a man who, quite frankly, does not give a fuck about them. In fact, I'm pretty sure the G-man tried to have them killed in one of the episodes.
