They hope that their business and use of copyrighted materials is small enough that they will remain "under the radar." Remember when Napster was still around, and millions of people were illegally sharing music, The government picked just a couple users at random to file charges against and make them an example.
People think that they will go unnoticed. There was an mid level MMA fight last year. It was a live show with a internet broadcast. Each fighter entered on a short clip of music, which they had not paid for the use rights. 12 minutes into the show the broadcast was shut down. Too late to get a refund on that video truck!
There are plenty of libraries of royalty free music that can be purchased for video and sideshow use.