Is this by any chance a Part-91 school that is not SEVIS approved? In that case they would not be able to "sponsor" your visa and by extension, would not be able to get your business.
By walking the thin line and possibly exploiting some ambiguity in the regulations at least they get your business. And if you're found training without the appropriate visa it's you that will get in trouble, not them. So it's relatively risk-free for them.
But remember that if you're caught in the US without the appropriate visa, not only may you get expelled (or worse), but it also automatically invalidates your qualification for any VWP application in the future. In fact "Have you ever been refused a visa" or something like that is one of the questions on the VWP form.
Last edited by BackPacker; 14th Nov 2014 at 08:15.