Because neural networks are noisy, and they cause small mistakes and misunderstandings like in humans. The AIs concept of an enemy obviously doesn't have as strong of a distinction between "hero" and "creep" (and for that matter "enemy" and "neutral") as those of us who have read the game rules might have because of your quoted statement.

As a further analogy I often see humans make ridiculous and insane leaps of logic (how assignment works when you first learn programming; free speech applies to things besides governments; etc.), and we run on the same style of hardware.

To an extent this demonstrates how far we are from generalized AI. All the Open AI system is is a very specialized animal, that's lived through millions of simulated generations very quickly. It doesn't understand language or concepts - we can't even begin to tell it the rules of the game, only though simulated evolution can we teach it - or even the self awareness many animals do. It's likely closer to the nervous system of an insect than it is to the brain of a dog.