The baseline (FICO) has AUC of 68.3% which looks low. This may be because the analysis is performed not on the entire through-the-door population, but only on the customers that passed the creditworthiness check (which is using FICO).

In such situations it is customary to do some kind of reject inference or testing below the cutoff, as well as swap-in and swap-out analysis. It does not look like they did any of that.