Sorry for being repetitive, but let me get this straight:
Most bands host their videos on Youtube for free. And that’s not trivial, if you look at Green Day’s profile you can see 300M+ video views. That’s not easy or cheap to stream but hey, that’s why Youtube is there, right?
Now the bands assign distribution rights to record labels, which in turn rely on national organisations for international distribution. These guys from GEMA are so cool they don’t think a band deserves the right to play their own videos in their own website.
I thought the Spanish equivalent (SGAE) was crazy, but GEMA certainly raises the bar for copyright absurdity.
More on Wikipedia.