You asked two different questions:

1. "Why Journals that demand to keep the copyright while claiming to be open access should be treated with extreme caution?"

Both open-access and subscription-based journals demand to keep their copyright. Open access does not mean that there is no copyright. Therefore one cannot say that "journals that demand to keep the copyright while claiming to be open access should be treated with extreme caution." Once you published a paper in a journal, whether it is open access or not or whether it is predatory or not, in most cases you are not free, e.g., to publish the same paper in another journal.

2. "Why some of [predatory open access journals] insist to maintain the copyright?"

One of the definitions of predatory publishing is that it is "an exploitative business model that involves charging publication fees to authors without checking articles for quality and legitimacy, and without providing editorial and publishing services that legitimate academic journals provide, whether open access or not" (https://en.wikipedia.org/wiki/Predatory_publishing). The problem is that the relation between an author and a publisher is based on a private contract (even if you do not sign a contract explicitely). One of the conditions is that the author will respect the publisher's copyright transferred by author according to the contract. This condition is independent on whether the publisher checked the paper for quality, i.e. whether it is predatory or not. If you were ever to go to court against a predatory publisher, you would realize that it is hard to find out what the publisher really promised, but that you nevertheless signed to respect his copyright.