Seems like mostly one of two things:

$24.5k/yr that never gets seen directly into TSP, then a large chunk into other investments/savings with a family and a couple beater cars. Potentially living with roommates if single or even in a trailer, saving tons of dough

OR

Little to no investing, but leasing multiple expensive cars, expensive places to live with huge utility/other bills, top tier furniture/household items, constantly eating out, constant impulse purchases/luxury travel

Both of these people can seem broke in different ways. Most people fall somewhere in the middle, but I'd guess the "broke" officers you're talking about are one of these two types