The result is returning correctly as there is only on record between 12:00 to 17:00. If you want if the clinic is open between 12:00 to 17:00 then try this query. Replace @a with your table name.
Select CONVERT(Time,'12:00'),CONVERT(Time,'17:00'),ClinicName , FromTime ,ToTime from @a
WHERE (1=1) and
(( FromTime <= CONVERT(Time,'12:00') and ToTime >= CONVERT(Time,'12:00'))
or
(FromTime <= CONVERT(Time,'17:00') and ToTime >= CONVERT(Time,'17:00') )