Here is a similar example.
Claim: If a language is recognized by a Turing machine running in $o(n)$, then it is accepted by a Turing machine running in $O(1)$.
For the proof, find $n_0$ such that on inputs of size $n_0$, the Turing machine $M$ terminates in time less than $n_0$. For every input $x$ of length $n_0$, the behavior of $M$ on $x$ is the same as its behavior on $xy$ for any string $y$, because $M$ doesn't run long enough to notice the difference. If we denote the running time of $M$ on inputs of length $n$ by $T(n)$, this shows that its running time is at most $\max_{n \leq n_0} T(n)$, which is constant.
Claim: The language of all binary strings of even parity is recognized by a Turing machine running in time $O(n)$, but not by any Turing machine running in $O(1)$.
You can simulate a DFA to accept this language in time $n$. On the other hand, a machine running in time $T$ doesn't reach the last bit of inputs whose length is larger than $T$. Since the last bit determines whether the machine should accept an input or not, such a machine cannot accept this language.
The two claims do not contradict each other, since a machine running in $O(n)$ doesn't necessarily run also in $o(n)$.