Don't take me too seriously, I am just an amateur retail. That statement came from @Maverick74 who lectured us in 2014 when I first joined ET and I took it to heart. Perhaps he can answer your paradox.
MMers mandate is to to be flat, virtually instantaneously with the only caveats being an independent guy with a biased solo-book or an upstairs book runner who hedges globally. They can afford to give up edge on the hedge because they are buying the bid and shorting the offer. They LOLN over thousands of individual trades and earn from filling instantly at edge and working the hedge with the urgency dictated by their gamma-pos. The OI resulting from this trade is zero sum but both counterparties may gain from getting flat at -edge vs an existing edge or profitable mark elsewhere. Buyer sells stock to close at 50.50 bid with a 50.60 ask. He's only out a nickel and perhaps his cost-basis was 35. You can bid 0.4 for a call with the market 40x50 and fill as price trades through you. You get the fill report and market reverses in your favor. Zero sum is arbitrary and doesn't represent reality. You're conflating zero-sum with overall profitability. Greater fool theory alone abrogates zero sum wrt profitability.