This is really the same question as "Why do some people catch COVID and some not?" or "Why did I not get measles when my brother did?"

The answer is going to disappoint you: It's chance.

The odds of getting infected with anything is a combination of the amount of the pathogen, the environmental conditions, and the personal resistance. Are you exposed to a huge amount of pathogen, in optimal conditions, when you're under immunosuppressive treatment for an organ transplant? Pretty good chance you'll be infected. Are you exposed to a very small amount of respiratory pathogen, in a place with great ventilation, after you've been vaccinated? Pretty good chance you won't be infected.

But none of these are absolute on/off switches. If you were to look at exposure levels, you'd see a bell curve (a normal distribution) -- the sign that there are many influences on the factor. If you were to somehow plot your resistance levels, you'd see a bell curve. Same for environmental conditions. You're not adding together three on/off switches, you're adding together three complex pathways and getting a fourth complex pathway out of it.

Of course the bell curve can shift right or left. If you're exposed to someone with measles, you're probably exposed to much more pathogen than the minimal infectious dose - the pathogen curve is shifted over to the left. But if you're vaccinated with the very effective measles vaccine, your personal resistance is extremely high - the resistance curve is way over to the right. Still, measles vaccine is "only" 99% effective -- there's still a chance you can be infected.

With HIV, then, you can think about the three components of risk. If you were unfortunate enough to receive a blood transfusion from an infected person, then the pathogen dose would likely be high, the environment (blood stored carefully to keep the cells happy) would be ideal for the virus, and personal resistance would be very low because it's bypassed many protective levels. The chance of infection would be pretty high.

If you're exposed by sexual contact, the dose of virus is much lower. There are many more layers of protection (intact skin or mucous membranes, innate immune protection). The environment isn't ideal for the virus. You end up with a lower chance of infection, but not zero.

Of course there are situations where one or more of the three components does drop to zero, or nearly so. You're constantly exposed to vast doses of Pepper mild mottle virus, but there's no amount of PMMoV that will harm a human -- that pathogen risk is zero. There are genetic variations that might make someone extremely resistant to HIV -- that person's individual risk is nearly zero. (At this point someone is about to jump in and claim that that variation was driven by the Black Death, which isn't true. See previous posts.)

But for viruses that are medically relevant to humans, the reason they're relevant is that those three risk curves aren't set to zero, and that means it becomes an odds game. People who try to prevent diseases are aiming to moving those odds in our favor, perhaps through vaccination (resistance curve) or ventilation (the environment curve) or masking (reducing the pathogen curve) or, usually, some combination of all of them. You may never reduce everything to zero, but even reducing each of them by 50% can lead to an overall major win.