IANAL, but as I understand it:
At the far end of the spectrum, if you make a fan game with ripped off assets, compile it without any information identifying you, upload it on a VPN / in a coffee shop, and don't use your name, it becomes very difficult for anyone to even identify who it is who is doing the infringing (that's assuming you don't go mouthing off on forums about it, logging in from your home IP etc). Think of it like committing a murder.
On the other hand, the moment you start trying to make money off such an enterprise (or even advertise), it becomes much harder, because there is usually a trail leading to the beneficiary. Added to this, once informed, legit 'publishers' / markets / payment processors won't usually want to touch stuff like this because of legal risks to themselves.
There is also the issue that in some jurisdictions they don't have the same IP laws as 'insert your country of origin'. Some are very lax about it, and won't give a hoot (compare say, US and China). So there can be international wranglings involved .. where is the game distributed from / to, where are the servers, payment processors?
Where is the development company based (developers in Norway, Vietnam, China provide work for a company in British Virgin Islands, selling to Asia, through a Chinese market using a European payment processor and the copyright holder is from the US, whose laws apply and where do you take them to court?) As you can guess it is also a potential nightmare for copyright holders to take action, it is easier for big companies with legal departments to protect their IP than small players.
Aside from deliberately infringing, there can also be accidental problems, which can affect even legit developers. If you contract out some artwork from a guy in China and he assures you (and signs paperwork) that it is all legit, and you later find he's ripped off someone else, you can still get sued. So as a developer you need to be super careful where you get all your assets, credit them if necessary, operate as some kind of limited liability company, and still get lots of insurance in case the worst happens (not to mention patent trolls etc).