I think what Konami did with PES was really smart: they created fictional clubs and leagues with hints about what they should be in real life and let everything be customizable. As expected, gamers already have shared databases with updated info about current leagues and clubs, saving Konami from paying any licence at all AFAIK
Not entirely, they have bought exclusive licenses for some clubs like Juventus and Manchester United, which has resulted in said clubs being renamed in other football-relates games like ~FIFA~ EA Sports FC and Football Manager. Juventus is either Piemonte Calcio or Zebre, keeps the same colours and players, and is pretty obvious what it is