Because the NFL doesn't actually make any money, the teams do i.e the league itself makes no profit.

For instance:
All the money made from all the football stuff (television broadcast, rights to see in the television, ticket sold and other footbal stuff)  goes to the NFL.  The NFL, after paying it's bills and employees sends all the remaining money evenly split to the owners of the 32 teams. The owners of the 32 teams are not tax exempt and they must legally pay taxes on that income.

~ Fan_of_49ers