there is nothing wrong in the model. you can check earlier research papers that have validated Schizophrenia scale. you can also improve its validity by deleting some of the items with low standardised estimates (< 0.30).
even if a factor model does fit, it may nonetheless be misspecified. Low loadings indicate generally low correlations among the indicators. Hence, there is a low chance for fit measures to detect a misfit because the main implications of such a model (i.e., local independence) are not violated to an extent that it becomes notable.
That being said, although I am not an expert in clinical psychology, you may be inspired by some recent development of alternative models for psychopathological constructs:
Borsboom, D., & Cramer, A. O. J. (2013). Network analysis: An integrative approach to the structure of psychopathology. Annual Review of Clinical Psychology, 9(1), 91-121. doi:10.1146/annurev-clinpsy-050212-185608
Fit is all about how well the estimated model parameters (for your case, variable-factor loadings) can reproduce the observed relationships (correlations or covariances) among the variables included. If a pair of variables had low relationships with others, low estimated loadings could satisfactorily reproduce those relationships.
A separate question, as Jeevan pointed out, is whether it makes sense to continue to include variables which have very low affiliations with factors (latent variables).