thought the FCC actively tracked down people using illegal frequency devices?

It depends on the frequency being deployed. Shit operating in the ~2/~5 ghz spectrum doesn't travel far at all, so unless an FCC agent is directly nearby when they're doing this, it's not going to be detected by them.

However, if you're illegally blasting in the <1k mhz spectrum, that does travel far and more importantly it interferes with common bands used by public safety, air traffic controllers, DoD, etc (ATC is around 100mhz, public safety typically around 800mhz, DoD around 300mhz (although this varies)). That interference will definitely start being noticed and it's a matter of time before you're caught.

I'm pretty sure those jammers (they saturate wifi band with trafic) are used only for burglary time, say 10-15 minutes, and very local, so the neighbour million$ mansion is far enough that they are not affected. How come FCC detect this?

The FCC knows where my microwave is?