Interesting that Messi had tax problems in Spain as well. Neither of these guys are filling out their own taxes. Why did their accountants think it was a good idea to complete their taxes in a way that wound up getting them in trouble? Or why did Spain think these guys were alluring targets to spend finite prosecutorial resources on?
The answer to both questions is surely "several million dollars"? This stuff happens a lot. Celebrities don't make money through a business front nor do they get to class it as capital gains. It's all "income", so the incentive to turn it into a cheaper tax category or hide it offshore is huge. See also the Glasgow Rangers collapse due to tax fraud.
You want to spend your money however you like? That's income. "They can't play tax tricks to avoid income tax" is the system working, not a bug