Em,
It's a matter of quantity. A single "spray" is vanishingly small but as long as it contains less than 5 calories, it can be called ZERO legally. Thus each spray might be 4 calories and thus 10 sprays is 40 calories.
It's the "tiny serving size" game.
For example, if you defined a serving of sugar as 1/4 teaspoon (4 calories) it COULD be legally labelled ZERO CALORIES. Wheee, sugar has no calories.
Beware the portion size ruse.