The FCC doesn't have the manpower or man-hours to track everyone down who may happen to turn on a transmitter without a license. They mainly respond to complaints, and most of those pertain to FM pirate stations (for which they have a very long list, especially in Florida and New York).
If you can avoid complaints, you can operate on shortwave for years. I ran for almost seven years on shortwave, for many hours, on a fairly regular schedule, before they took notice of me-- about a month after I ran afoul of a certain long-eared furry competitor. (Coincidence? Many think not, but that's a whole 'nother long story.) Their notice to me stated plainly that they were responding to a reported complaint.
Yes, long-range direction-finding may be advanced enough now to narrow things down to a neighborhood, but it won't give the FCC an address. They have to do that close-in with a DF vehicle, and that usually requires some degree of planning on their part, and for that they like "sitting ducks"-- stations that show up in the same place all the time on the long-range DFs. If the station uses sites many miles apart, or operates as a mobile, or operates very sporadically, they make it much more difficult for the FCC to plan any stakeout of locations which may be many hours from the nearest FCC field office. If they can't have a clear idea of where you'll be and when you'll be on, they are unlikely to even try... especially during the overtime hours when most HF pirates operate.
Even if long-range DF could narrow things down to a building, they would still have to have someone on the ground to try to identify a particular person responsible for the transmissions, at the time they are being made....