Why doesn't yearly screening for lung cancer decrease mortality rates?
There are a number of reasons, generally, why a screening test may fail to decrease cancer mortality rates:


The screening test may not be very good. I know this seems like an obvious one, but its something of a problem - a screening test will only reduce mortality if it catches cases that are both treatable and wouldn't be detected in time to treat using other methods. For example, it may be that even if caught slightly later by other methods, lung cancer is equally treatable (or equally difficult to treat).
Mortality from false positive tests and subsequent procedures in non-cases offsets any gain in survival among cases.
Diagnosis is only one step toward treating a disease. Even if detected, if a disease is not treatable or isn't treated, knowing you have the disease doesn't change your mortality risk.


In this case it appears that a chest radiograph isn't good enough at detecting lung cancer to manifestly improve mortality outcomes. The author's of the paper don't really specify why this is - though since they're just looking at lung cancer mortality, it's likely not #2.