A legal contract is not a law, don't confuse the two. Violating a contract can be grounds for going to court (in order to have the disagreement settled by an outside party), but courts toss out stupid shit all the time. Like, if one of the game devs that puts "you'll give us your soul" in the EULA (some do it on April Fool's, some do it just to see who's reading) tried to take somebody to court... where would that get them?
Like you said it comes down to proof, but also proof of what? Criminal courts are over damages, civil courts are over rights infringements. Piracy violates copyright law (and brings up the incredibly retarded idea of "a lost sale") so that easily gets into civil court, but what about console modding? Pretty much every EULA of every game system ever warns against modding, but we never see people in court for it, while game companies will take people to court for things that are plainly illegal, like piracy, counterfeiting, etc. They don't take users to court because it'd be an uphill struggle to convince the courts "this user should be punished because they used my system in a way I didn't want them to". If there's no actual damages or even imaginary potential damages, jack shit is going to be done.
Anyways my point is just because it's in an EULA doesn't mean something is legal or illegal, it's down to the law what actually happens.