That's a really great question. For some reason in those cases, it appears that the hCG simply doesn't show up in the urine. Not sure why that happens, but it does.
For example...My mother, who had 6 pregnancies, 4 of which were full term, had an ectopic with her second (right after me). This ectopic made it to 12 weeks (so for anyone out there who claims they don't go that far...b.s. My mom had it happen.) and ruptured. Why did it progress this far even tho she was in the ER complaining of severe pain and even told them she was pregnant? (she knew she was tho she didn't have a positive test) Because her urine tests came back negative and the doctors didn't bother with a blood test. So, my mom is actually quite lucky to be alive because of the fact that her tube did in fact rupture. (And she went on to have 4 other pregnancies 3 of which resulted in babies.)