We live in a crazy world

That's the issue: in Russia they are mandatory.

I don't know a lot about Russian law, but what I meant is that certainly here in Germany, using a collection agency is very much not mandatory if you're a content creator. The downside, of course, is that without being affiliated with the collection agency, you will probably get less exposure (and money) because radio stations, CD manufacturers, etc. who must obey the relevant laws won't touch your stuff with a long pole – they don't need the hassle, and through their contract with the collection agency they already have everything they need to keep the air waves filled, so ignoring your stuff is no skin off their nose. If Bob's Bar & Grill puts on your CD for the entertainment of its customers and doesn't read the fine print, you won't get any of the monthly royalties check they send to the collection agency because you don't participate when that money is distributed. (Of course Bob's Bar & Grill shouldn't be playing your copyrighted CD without asking you first, but have fun suing Bob over it.) If you can live with that, then dealing with the collection agency is by no means required.

OTOH, if you're someone using presumably-copyrighted content, then getting out of having to deal with the relevant collection agency is way more difficult, due to the presumption that the collection agency is in charge of everything of commercial interest: It is on you to prove that you're not using anything managed by the collection agency, which can be tricky as the collection agency doesn't condescend to publish a definitive database of what they have – because, why would they? In the age of CC-licensed content this is becoming more complicated but so far the legislation around copyright collection agencies has not caught up. Even now, though, selling music outside the regime of the copyright collection agency is a legitimate business which finds eager customers among people who operate, e.g., elevators and call center queues.

It's not a problem at all for the collection agency to levy royalties on behalf of foreign content creators or content creators who haven't been dead long enough for their works to pass into the public domain – because they can. The collection agency will happily levy royalties even for the performance of public-domain material because as we said, it is a concert organiser's job to maneuvre themselves out of that and if they won't, then the collection agency will for sure not object to having its bills paid. (The collection agency doesn't care in the least what exactly is played at a concert – the royalties they collect are typically based on the size of the venue, the number of attendees, and the price of the tickets, not the material performed.)

People have been wondering, off and on, whether a system of copyright collection agencies for software along the lines of those established for music or written works would make sense. Every computer user would have to pay a set mandatory fee and, in exchange, would be allowed to use the software managed by the collection agency without having to deal with software makers directly. All the fees would go into a pot and would eventually be distributed to the software authors based on the size and popularity of their contribution (so that, e.g., Microsoft would get a very large share of the pot because their software is on 90% of people's computers and people use it all the time). The problem of “software piracy” would go away, and big companies would no longer have to be afraid of expensive software license audits. This of course has a whole boatload of problems, including but not limited to how you figure out who is using what software without infringing on everyone's privacy, or how one ensures adequate compensation for people who write highly complicated and specialised (thus, expensive to make) software that only a few people actually use. Also, there is a lot of useful software around right now that people don't need to pay for at all, and a presumption, à la music copyright, that everyone must pay the mandatory fee because the software collection agency is already in charge of everything that is interesting therefore won't fly. Finally, software companies generally reserve the right to set the fees they extort from users as they please and would probably not welcome a scheme where the money they get is just a share of a big pot over which they have no direct influence.