I think the not sharing part is the key to why they're not knee deep in litigation. Without the sharing they can't demand the huge damages in compensation.
This is the main thing, as someone else went on to, as you aren't possibly sharing the file with thousands of people they can't sue you for massive damages.
As for newsgroups, the servers aren't in Russia, theres no need as the RIAA has no interest in sueing 100million people for £10 each at a cost of £1000's per case in lawyer fee's and time, its not worth it. The servers would be ridiculously slow if based in Russia. Likewise Piratebay being in Russia wouldn't really change much, at the end of the day they don't care about the guys who host the sites, they just want to sue to get access to more records which helps them sue loads of users who can be done for sharing the actual files, not the link to the files. Due to how public torrenting is its not hard for them to track down whose using, but its hard to get legally useable tracking data that proves it.
They can log into a private server and log every single person who shares everything, but that data is useless to them, or largely useless as they won't have a legal reason to have searched for that data.
As for newsgroups hosting legal files, they can and do, lots of them, some people still use them for talking to each other. But 99.999999999999999999% of the data stored on newsgroup servers is tv/film/games/music that is being shared illegally.
Who cares, if the music/film/tv industry had their own "newsgroup" style servers all over the world ready to stream content to anyone that paid a monthy fee they'd be raking in billions. But again as someone said, these industries are stuck in the past.
Personally I'd much prefer to pay for the content directly, than indirectly pay for the content through buying products with advertising fee's added on, which pays for ad's on tv, which I don't want to watch.
I prefer watching a show without interuptions, irritating ad's and being easier to watch when and how I want and while doing other things on the computer when I want to.