It doesn't matter if they are licensed in other countries... for the same reason that YouTube in Germany cannot play lots of content due to the licensing with the GEMA, even though Youtube _is_ licensed with other companies, in other countries, for the same reason.
For EF, to my knowledge, the only room where we are licensed is the main stage, and even there we need to keep track of each artist, each song, and attendance numbers to report back to GEMA afterwards, and we will get billed accordingly. I think for the bar the hotel has some kind of agreement, too, so that's another OK area.
As you can imagine, that's quite the pain.. and for that reason, it's really tricky, with a tendency towards impossible, to have any other events that contain music, at least not as part of the official programme.