In short, they spend a LOT of money to keep their name on your minds. Artists, of course, have a different kind of product than other companies. The net result of this ends up driving down the cost people will pay for music. In another comparison with business, supply greatly outweighs demand. This negative situation makes it hard for large numbers of people to make a living by playing music.
Music competes with other entertainment for fundage.
So that means you compete money-wise with Playstation, theaters, video rental, bowling, etc. Naturally it's going to be hard to get someone's attention with advertising hitting them from all directions, all the time. There's no doubt it takes money to get a band off the ground. Even though they have nothing, per say, to do with music, you need quality press materials, CD manufacturing, etc. You have to have instruments and PA systems to put on a show.