They mention the title and artist officially, so they must have paid some copyrights.
That's not an official video. That's some fan who recorded snippets of all the dances and put it on YouTube.
However, they do officially acknowledge which dances a given race/gender copies I believe.
I have no idea on copyright payments. They can afford them though, if they do pay.
World of Warcraft has 10 million subscribers paying $15 per month, plus extra for various goodies. By my math that's nearly 2 billion dollars every year.