I believe they'll cost money, but how?
It can cost you money in many ways. Legal fees, the cost of the domain, financial damages that the TM holder claims and many other ways. These things aren't always going to happen and most people get away with it. However it's the Trademark holders obligation to go after the offenders to show that they are trying to actively protect their TM. Most TM holders though make little effort to defend their TM, it's usually the bigger companies that do this. They can't catch them all though and most people get away with it.
The thing is, what if you register a Trademarked name in your domain violate a Trademark holders legal rights and you profit from the field their TM is in, grow a big website with high rankings THEN they come after you and sue for the money you made by using their TM illegally and you lose a domain that was making good money? I personally don't want to risk it because with my luck I would get rich off of the Trademarked name THEN get slapped with legal action and lose everything. That's just the kind of luck I have sometimes so for me it's not worth the risk.
Is it a crime to register a domain name?
No it's not a crime so-to-speak in the traditional meaning like robbing a bank or something.
If they are holding trademarks, why don't they bulk register all their domains?
Well many Trademark holders do register as many of them as they can but some don't. Many don't do anything about it until they find someone using one in a way the violates their Trademark rights.
Any why not registrars won't tell us anything about?
Some registrars will and won't even let you register a domain with certain Trademark names in the domain. Others will cancel out your Trademark violating domain after you purchase it.
The main thing is it would basically be impossible for a registrar to know of every single Trademark in the world and prevent people from registering them. Many don't care because of many reason, including the facts that it is the Trademark holder obligation to protect their Trademark and not the registrar's obligation. They aren't supposed to willingly let this happen but again, it would be too hard to prevent it in all cases. Plus they make money of the domain you registered and any other things that you bought for the domain, like an SSL for example.
The registrars aren't the ones that could potentially wind up in court for this but the person or company who registered the domain.
Bottom line is that most people will get away with it, at least for a while.
You as a person just have to ask yourself if it's worth the risk or not.
The other thing to think about as to why many people get away with it is that if the Trademark holder doesn't have the finances to just take the domain then they many times won't bother, especially if the Trademark violation isn't really costing them anything. To file a UDRP (Trademark holder get's the domain taken from them and awarded to the TM holder through ICANN procedures) though can get expensive. A UDRP can cost $1500 or more, plus any legal fees they might decide to use like a lawyer's fees.
To me, it's just not worth the risk with too many other domain names out there that will work just as good.
