Oh, c'mon, now. How would a series become "un-licensed" exactly? And in only about 4 (?) years after it was released domestically?
*checks SunDevil*
Ah, hint (on the Wanderers discs):
"Subtitles English & Chinese"
AFAIK, domestic releases never include Chinese subtitles, but Hong Kong (Chinese) pirates very often include them. (After all, Chinese is not a major language of Region 1; Spanish and French are fair game, though.)
The site is also not mentioning region codes, which just about every anime/DVD site generally should.
Other stuff:
The "El Hazard The Magnificent World Perfect Collection" is using a common pirate cover image.

This is not the regular El-Hazard boxset for the OAV, which the "Perfect Collection" is providing for.

THIS is the legal, Region 1, domestically released El-Hazard OAV boxset.
There were Wanderers and AW boxsets released later, but their retail is somewhere about $80, with most places now not selling them for less than $65.
So, how can they sell them so cheap? Easy -- illegally, as pirate items. That doesn't make them "un-licensed" or the practice legal.