Normally before getting the CDs you would need to give your credit card or other financial details.
If you return the CDs you then have to try to get your money back, which may take a lot of work.
So for some people it is just not worth it.
Also of course, they are hoping that many people "forget" to return them in those 14 days so by then it is too late.
I am sure some people do copy them and return them, but there must be enough who dont for them to make money.