I just cannot fathom a player who would deliberately go into a campaign, knowingly playing a character that is 100% opposite to what the group agrees to play. It's the tavern owner PC in the travel campaign. Or the evil character in the heroic group. I don't really see the difference.
I can think of three answers, from personal experience.
1) The player isn't thinking about it with the kind of clarity you're presenting it with.
I would say this is usually the issue. I've played with "that player", and not only that, I've
been that player myself. Specifically, my brother wanted to run Castle Falkenstein, which is a ridiculous Victoriana-y game which presents a ludicrously romanticized (even by RPG standards) take on an alternate 1800s. In particular, the game, on original release at least, pretty much demanded that you buy in to the naughty word. That you think etiquette and sword-duels and flouncy dresses and top hats and speaking very formally and so on is AWESOME SAUCE (to be fair a lot of Mike Pondsmith's games rely on strong player buy-in to a pretty dramatic setting-aesthetic).
I didn't. So instead of building a PC to work with the setting, I built a technically-setting-appropriate cowboy who didn't believe in any of this naughty word and was basically there to shoot a whole bunch of fancy nobles the moment they tried to force it on him. At the time, this seemed entirely reasonable. I was 17. I didn't even really think "Oh I could just not play my brother's game", because that would be madness. So instead I just built a character to basically "take down" the game. It wasn't even malicious. I wasn't mad at him or his campaign, I was mad with the setting itself. A couple of years later, I could see how silly/immature that was, but at the time? No. And I think it's quite possible someone might play into their 30s without ever encountering this situation, and thus might well react poorly to it the first time they do. Especially if they're playing with a long-established group. Which brings me to...
2) The player is in a long-established group, which agreed on the setting, and doesn't think that the player should have to "sit out" the game (and to some extent, they may be right, depending on the group), so instead of just doing that, they either make a disruptive character, or a reasonable character but one which just doesn't fit the setting.
3) The player always makes essentially the same character, and eventually they hit a setting or a scenario where that character doesn't work, but they have no real conception of making any other character.
None of these require any "malice aforethought" or anything like that. They're more about people not thinking about their options. The DM and rest of the group can be part of the problem. I've seen groups be quite coercive about how something is going to be awesome, and to not listen to actually pretty well-stated and well-explained objections from a player or two. And the group/DM probably don't want the player to sit out the campaign, so encourage them to stay in.
Hell sometimes it's:
4) The DM really messed up explaining the setting, or just didn't explain the setting, and simply expected buy-in (this latter being most common with DMs with some experience but not very much running pre-gen adventure paths, in my experience). Sometimes the players are making a character that makes complete sense to how they understand the setting, but the DM just has totally failed to explain it to them.