The original word for the final evil in the box, elpis, has roughly the same range of meaning as the Spanish esperanza. Linguistically it's as likely that the thing which remained trapped in the box was expectation of evil as that it was hope, and if that's understood as foreknowledge of the evil that will befall you then it's both easy to see why Zeus (or Hesiod) would consider it worse than those which escaped and to hold the aetiology as consistent with the state of things which it's supposed to be explaining - whereas positive hope is clearly not outside the range of human experience.
TL;DR: Nietzsche is probably working with a bad translation of the Greek.