For a small label, compliation licences are generally only small amounts of cash. But a single licence can make more than releasing a record in the first place, particularly now dance music is selling mainly on digital rather than more profitable vinyl. And happily, at present if a compliation owner wants to licence a track, the onus is on them to find the copyright owner and agree a licence fee. If they don't, they can be sued.

Except, perhaps, in the US, where the idea of "orphan works" in under consideration. A compliation owner not only won't required to try that hard to find the copyright owner, but even if it's clear that they are at fault by not trying, they can't be sued. Which makes it open season for the unscrupulous to use other peoples' tracks for free...

Kings of A&R - Orphan Works: A License To Infringe.