Because they weren't?
Soon after Mombassa the Great Schism happend, which split the Covenant.
When the Chief was on the 2nd Halo, there was a battle between the Brutes and Elites.
The Elites were not pleased, and broke from the Covenant.
I might be wrong, since I didn't play Halo 2 for ages, but I think that is most of it.
When exactly is ODST? I thought it took place while the Chief was on the Second Halo, but I might be wrong.
[Edited on 06.06.2009 9:20 AM PDT]