They likely DO get a copyright claim. But a claim doesn’t necessarily mean that your video gets removed. YouTube gives the copyright claimer the choice for what to do with videos they claim, which can include removing them, leaving them visible but taking any profit made from ads on the video, splitting the ad revenue, or just leaving it alone.
I do absolutely agree that removing a video for having a song in the background is bullshit. Just wanted to give an explanation for the inconsistency.