I can't answer as to one specific movie, but the basic idea is that if you use their actual names, you risk getting some details wrong and therefore may have committed defamation (libel or slander). So if you are planning to use real names, you try to secure the cooperation of the people you are profiling by paying them to use their names or likenesses and to waive any claims against you. So it's not that you would have to pay royalties if you use real names - it's that bringing them into the fold makes them "friendlies" who won't have much to complain about.