Risk of getting caught is always there.
But the reward is too high sometimes which makes up for it.
Imagine, if they could silently mine for a long time - they'll be able to retire in Bangkok.
We had an undergrad utilize our then, nascent CUDA nodes. But, simple monitoring of the nodes raised a red flag.
When we looked into his running jobs, we found an expediently crafted work-flow, where there was no attempt at obfuscation. That is, the user's input files all contained references to various mining sites at that time...
Needless to say, privileges were revoked and never restored!
Regardless, the Russians obviously don't pay these scientists enough if they have to resort to crypto-mining to pad their salaries ;)