There are many reasons. Ice backup protection is typically installed from the roof edge extending 3 to 6 feet up from the edge. It is possible in some cases that water could be trapped above the protection. In addition, the roof flashings, where vertical walls meet the roof, extend only a few inches above the roof. Trapped water can be forced to enter the house through and above these flashings. Also, trapped water can enter the house through the woodwork below the roof edge. Ice backup protection can reduce the possibility of leaks but cannot eliminate leaks.
I installed ice backup protection under my shingles. Why does my roof still leak?