Why do batteries in consumer electronics get used unevenly?
There will always be some variation in capacity between batteries. In toy use the current is typically drawn at a high level compared to many other applications, so the internal resistance of the batteries is very important. 

In that service the voltage under load drops quite rapidly as the end-of-life approaches, so with minor differences in capacity the cells can have quite different voltages. 

However, the ones that appear to be good are likely very close to their end of life as well, unless the cells were not all replaced at the same time with equally fresh cells. The mismatch in quantity between packaging and use (cells packaged in 4's and used in 3's for example) may contribute to a mismatch in capacity. 



In the above graphs for a Panasonic AA cell you can see that the voltage drops over a period of a few hours from 1V to 0.8V. A radio lasts for 130 hours or so and the decline is much gentler. Once the voltage drops below the 800mV end of life, it will rapidly drop to a much lower voltage and may even reverse (under load, or even after the load is removed) because of the large reverse current supplied by the other cells in toy-type service. 

Battery testers typically work by applying a load to the battery and measuring the voltage. The load applied is necessarily a compromise between the requirements of disparate applications. 

If your battery tester draws a relatively small current it may still think the cells that are almost depleted are fine (and they are fine, in a radio!) but it can't mistake the cells that have been reverse charged to death. This is a reason why some battery testers have a choice of currents for testing- at a higher current the apparently 'green' cells would likely be well into the amber range. 

In a typical toy the batteries are simply connected in series and the toy requires a certain total voltage at a relatively high current to operate. The series chain of batteries is only as strong as its weakest link, so if one battery is very dead the motors etc. won't get enough voltage to operate.