They do. The thing is, that because most of the offenses are misdemeanors, most of the time they get off with a slap on the wrist or a fine (which I'm sure that their organizations are happy to pay for them). In one of the links above, even PETA's current leader estimates that she has been arrested "40 or 50 times".
PETA says that it draws the line at physical violence and yet they associate with and support groups that do not which leads me to think that they believe that encouraging and supporting such activity is fine as long as they aren't actually doing it themselves.