DNS tunnelling is not fast or convenient. Places deploying captive portals have probably looked at the risk to their business from it and have decided not to worry about it.
I can't believe that using a slow DNS connection, intentionally made public, to tunnel traffic would be considered theft or criminal.
How many free samples do I have to eat before I'm a theif? I don't believe I'm a thief until the offer for free samples is rescinded.