They also don't pay publishers or content creators every time a material is consumed, and they don't employ DRM to ensure that people aren't violating the licences of works that are being checked out. In fact, they don't keep records of people while inside the library, so a content creator can't control how their products are being used and by whom. There are surely some DMCA violations happening at any given moment.
Copyright is an exception to natural behavior.
But just because it's easy to copy does not make it legal.