I thought the same, too, that an unaired show is essentially safe from prosecution. (Also, what's to say the FCC has jurisdiction over cable game shows for that matter, since it is not broadcast on public airwaves?)
I suppose that, since it was recorded, with promotions (and, thus, clips of the show) airing and promises of prizes were made to the contestants, that the FCC may have a hairline of jurisdiction. Of course, it's just an investigation at this point, not an indictment. Seeing as there would be an appeal based on the fact that the show didn't air, all I see coming out is a stern warning to the producer and the network that they were mere days away from getting a reservation at the Old Greybar Hotel. Zat is all.