Beyond the cached answer of "people are ridiculously irrational," here are a few reasons why.

In some cases, they may not know that lottery winnings will taken before they buy the ticket. When they go to collect their winnings, an unscrupulous store clerk/manager might then inform them. Or maybe they do know beforehand, but are also aware that they can sell the ticket.

I've also heard of store clerks/managers misleading lottery winners about how difficult it is to collect their winnings. After a certain threshold (to pull a number out of the air, say $1000), winners have to deal with the state directly in order to collect their winnings. I imagine that this is to verify/record the winning ticket and recipient. If the store can convince you that it's more hassle than it's worth, then their offer to buy the ticket off you sounds more enticing.