'Conbini' is a loan word from English meaning 'convenience store.' Please forgive the originators of the word for spelling it so they can understand as Convenience starts with the letter 'c.'
'Convenience' also has 've' instead of 'bi', but that's not relevant. The loanword is コンビニ. When romanizing Japanese (or any other language) the etymology of a loanword has no influence on the romanized form (konbini).