I worked in a law office for years. These are boilerplate statements created by lawyers to cover as many contingencies as possible. It is beyond my comprehension that McCalls or anybody else is sending spies out to quilt shows looking for someone who might have displayed one of their quilts without permission. It simply isn't feasible, and it would be terribly expensive. It's like pirating music from the internet. A song/quilt here and there does not a copyright violation make. But if someone is making money--say, a famous quilter--by displaying quilts from patterns in McCalls, then McCalls would probably want to go after that person for a piece of the action.
Ordinarily, I don't pay any attention to copyright statements unless I'm going to send a quilt off for auction at the Alzheimer's Art Quilt Initiative. AAQI demands it and wants a copy of the permission letter or email that I receive. Most people/companies are gracious in granting permission to use their designs, and in general, it's easy to find them so that I am able to ask. Sometimes I don't get an answer from the person, which I take to mean "no." But most of the time people are delighted that I like their design enough to ask, and gladly give their permission. My avatar is one of those cases. I found the design on a greeting card. The artist is in Germany and I waited several weeks before I heard from her, but she was as nice as could be when I did.