There are other countries than the US though and if rightsholders wish to sue, lawsuits can happen there too.
Several EU countries, Switzerland, South Korea, Japan, etc. are viable countries to sue from. Even in Japan which has a law specifically permitting training on copyrighted material you must still obtain it legally-- i.e. you must license it.
That's irrelevant. Switzerland (for example) isn't going to arrest Zuckerberg and put him in jail for this either.
Nobody will.
But if you're operating a site called Pirate Bay or something like that and it's not earning billions of dollars, expect countries to chase you across the globe trying to arrest you.
If there were a criminal prosecution for willful copyright infringement in some non-US country an extradition request for the relevant people is not an impossibility though, and there would be no legal reason to deny it.
