It always confuses me that political parties are allowed to play songs when they obviously haven't cleared it with the artists first. I know in some cases the artists no longer have the rights, but when they do, and the conferences function as a massive fundraising opportunity (which they inevitably do), does that not violate copyright?
In the USA, this story is written several times every four years, and every single time, what happened is that the party/campaign/venue had a license to use the music through whatever organization the artist(s) use. (It sounds like that's what happened here since they said they "checked with legal" and couldn't do anything.)