Why active management?

This might not tied to exam so closely but have been haunting me in my head for a while. Hope I get saved by this forum :)

Very often during the CFA study, we came across the statement that on an aggregate level active management does not beat its benchmark taking additional cost into account. Then why they still exist?

If the statement is true on an average basis, there’s gotta someone losing money with active management and hence stop doing that, which will bring in survival bias and hence invalidate the statements (those remained with active management should be profitable).

What do you think? Discuss it here.