Which movies did you have in mind? They might not play the song all the way through but the song or part of it is played at some point in the movie, otherwise it wouldn't be on the soundtrack.
And if you listen very carefully, some movies play songs at very low volumes. But loud enough so that the person watching it gets the 'sense' of the scene.
I remember on the Sisterhood of the Traveling Pants CD, I only remembered one song being in the movie