Because there are liberties being taken with the pieces - you are presming that everything fits exactly, yet the green triangle and the red triangle are not similar triangles as they ought to be. The ratios of the non-hyptoneuse sides 'appear' to be 2/5 and 3/8 so although it looks right, it isn't. if we were to take absolute care in constructing it we would see it is an impossible construction.
if you want to really mix your head up there is a genuine paradox called Banach-Tarskl, that is mathematically 'sound'
Michael D. Sewell
Right. Solving the triangles shows that the green triangle and the Red triangle have different angles and are not similar. Also, put a straight edge on the hypotenuse of each large triangle; one is concave, the other convex. This is also the same method that the government has used for over 200 years to calculate the budget.