This question has come up at least 30 to 50 times over the nearly 20 years I've been here at Sawtooth Software. The most common reasons are:
1. You've got your attribute a priori order settings wrong in your attribute setup. Please triple check that.
2. The testers are answering essentially randomly, meaning that they are throwing a lot of random error into the process and then the updating regression informs ACA that the respondent no longer believes that lowest prices are better than highest prices, etc. To keep this from happening as much during testing, have your testers answer the middle answer in the ACA Pairs questions. This should greatly reduce the occurrence of the dominated pairs in ACA.
Finally, it's important to recognize that probably about 5% of the time, even with a good respondent who is answering rationally and with low error (and assuming you don't have a problem with the a priori settings for your attributes!), you will get what appear to be dominated pairs. That occurs because ACA re-runs the regression analysis after each pair is answered to update the part worth utilities. Then, levels are arranged on the screen in the next pair according to current estimates of preferences. So, with limited information per respondent, the part worth utilities have some noise and intermediate updating steps can actually suggest that the respondent thinks that higher prices are better than lower prices. Now, as the respondent provides more and more data (and if the data are good), the likelihood that dominated pairs occur should go down.
The good thing is that when the dominated pair is presented on the screen, the respondent can quickly answer the question in the extreme side of the scale, thus quickly righting the ship and getting ACA back on the path to estimating good part worths. So, such dominated pairs are not wasted questions.