Answer:
There are several explanations for this event.
They may be maintained by heterozygote advantage:
if you only carry one copy of it and live in a place where malaria is common, the allele is advantageous because it confers resistance to malaria.
They may be maintained by mutation
The mutation producing the deleterious allele may keep arising in the population.
They may be maintained by gene flow
As I said before, if you live in an area where the allele helps against malaria the allele will stay in the population. Due to our "globalized" lifestyle, migration causes this gene to be found in populations all over the world.
Natural selection may not have had time to remove them yet
Since our generations are "longer", it is possible that some of the deleterious alleles that we observe in natural populations are on their way out, but selection has not yet completely removed them.