You're misunderstand the point. This is simple logic.
A terrorist can have an affiliation with a group, or act independently.
So, a person can be in three states:
A: not a terrorist,
B: a terrorist without group affiliation
C: a terrorist with an affiliation.
The list contains 60% of the people in group C. 40% are either A or B. All of the ones that are B still fit the criteria for the watch list, so those are valid. There isn't enough info to tell us if the distribution is 60% C, 40% B, and 0% A (which would be perfect), or if there is some other mixture where people in group A are listed but shouldn't be, so we don't know how inaccurate the watch list is.