I think it's mostly people who don't know how the immune system works; which I honestly can't blame them since that is some bizarre complex nonsense. Although at the same time I can blame them since they could learn the basics at least.
Essentially there's an incredibly large number of different type of flues you can get, as well as other sicknesses; and the flu shot has only a specific list that it will teach your immune system to guard against based on what flu viruses are probably circulating.
So they likely just think it's a magical cure all, and when they see someone get sick they think it doesn't do anything; personally my flu shot protected me from getting the flu that was going around here.
