One of those things that's so cool it's hard to believe it's legal
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That said, the first one I tried (a German public broadcaster) was showing a static image of “this programme is currently unavailable for legal reasons”. (I believe they do IP-based geofencing for legal/broadcasting rights reasons.)
They show the news at the top of every hour so we check in pretty regularly.
If they didn't want their content watched abroad, they would add geoblocking or authentication. Some of the ones listed on TFA actually do that for parts of their program.