I don't think you can use srand in a loop. Non-SFML related.
http://stackoverflow.com/questions/4926622/how-to-generate-different-random-numbers-in-a-loop-in-c (http://stackoverflow.com/questions/4926622/how-to-generate-different-random-numbers-in-a-loop-in-c)
Which version of SFML are you running? There's no call to "srand()" in SFML's source.
Edit:
Also, what happens if you create a second sf::RenderWindow and run the loop again (without calling srand() a second time)?
As for me, it looks like RenderWindow object initializes srand with one const numberA quick search in source code of master shows that the only call to srand is in the Pong example. So if SFML does something, it's hidden in one of its dependencies.