They can be constructed. (It's no use defining a family counterexamples that are impossible to construct; otherwise they can't be counterexamples!) The simplest such polygon consists of four points (p1, p2, p3, p4) with p2 near one intersection and p4 near the other interesection of the circles centered at p1 and p3 each of radius d (p1, p3). See Figure 6. Thus, p1 and p3 are our pi and pj and p2 and p4 alone achieve the diameter which is slightly less than $ \sqrt{3}$d (p1, p3).
Because of the way the polygon is constructed, the point furthest from pi is pj, and vice versa. Recall that all points other than pi and pj lie inside the circles centered at pi and pj of radius d (pi, pj). As a result, if the algorithm begins at A = pi then it will find B = pj at a maximum distance from A = pi. Then, when it searches for a point at a maximum distance from B = pj it finds pi so the algorithm incorrectly terminates with A = pi and B = pj as two points achieving the diameter.
See if you can construct one of the polygons described above
and then watch how the Snyder and Tang algorithm handles it.