They continue because it costs the sender so little, even a negligible response rate is profitable.
Email takes very little computer time to send, and quite a bit to receive. A typical ratio is that it takes a million times more compute cycles to run a spam filter and display the message than it took the originating machine to send the email.
And modern spammers almost never send from their own machines. They use "botnets" of virus-cracked MS-Windows machines to do the dirty work. So the owner of the computer that sent the mail probably didn't know their machine was being used.
The problem is only going to get worse, until the law changes to make it possible to prosecute those that sell the products, based on the whole pattern of activity. The fly-by-night front company that cashes the checks or runs the credit card claims not to have anything to do with the company that ships the sugar pills, and 'no one knows anything' about the email.
Just last week there was another legal set-back. Parts of CAN-SPAM act (which seems to mean "is allowed to spam", since it's incredibly weak while preempting state and local laws) were ruled unenforceable for free speech reasons. I'm 100% for most free speech issues, but the first amendment shouldn't cover using criminal methods to push unwanted commercial speech.