I think you're confusing copyright with image rights,
Well you're half right. The character Jack Sparrow (and his likeness) is definitely copyright protected. Additionally he is a likeness of Johnny Depp (and thus protected by publicity rights laws like the Californian Celebrity Rights Act).So in fact you could say they're breaking 2 laws. The right for Disney to control Jack Sparrow, and the right of Johnny Depp to control his likeness.
In the USA you can certainly publish, without permission, a picture of a public figure such as a celebrity, politician or professional athlete.
Not in California, possibly in other states as well.