Yeah, "Lost, I am not always there" is a completely ridiculous translation, and doubly so if that's actually what the French means. "Lost, I am still not there" is still awkward in English, but at least might make some kind of sense, especially if we go away from literal and figure that they probably are using "la" as an emphatic, making the translation "I am not lost anymore".
Here "lost" stands for "you lose", ie contrary to "you win" which is "gagné"' in French. Those guys probably made a bet, or the first one made an assumption like "I came to your places yesterday, I was absolutely sure you were in, since you are always at home" (je suis venu chez toi hier, j'étais absolument sure que tu étais là puisque tu es toujours à la maison). Then the other one can say "perdu, je ne suis pas toujours là".
Won't let me reply below Sitesurf, but anyways: That's very helpful. So does the full sentence above become "Lost, I am not present at all times"? Would that mean he's currently lost, and then explaining the manner in which he gets lost, or is he saying that he's really not lost all that much, despite what it seems?