The screw could be stripped or... it could have indeed been unscrewed but you may not be able to tell since it is a "captured" screw. Captured means that the screw is retained by the memory access door even though it is unscrewed.
So if-in-fact, it has been unscrewed from the frame then you may need to gently, again gently, pry out the memory access door using a plastic spudger tool. If the screw has indeed been unscrewed from the frame, the door ought to come right out. If not then screw most likely is stripped.