This is because the theoretical probability is different from the experimental probability. The theoretical probability is what is expected, but the experimental probability is what actually happens.
One possible explanation would be that the penny was less than perfect, that is, not perfectly balanced, not perfectly round, and the surface on which the penny was spun was slightly uneven. So, the number of actual, observed heads (41/100) differed from the theoretical probability of getting heads, which would be 50/100, or 0.50.