Maybe this will help explain why they are not cheating.

Let's say you are playing a board game. You get a rule book, and in it are the possible actions you can take as a player, and what results from those actions and how those interact with other actions. The rulebook lays out the game for you and tells you what you can and can't do.

Cheating would be making a move that is not permitted.

However, you may find a series of permitted rules that interact in strange and powerful ways. As long as everything you do is permitted by the rules, you are not cheating.

Video games are no different, except that instead of the rule book telling you what you can and can't do, the game code does. Provided all you are doing is pressing buttons and doing actions the game allows, you aren't cheating.

I'd say the only exception I can think of is exploiting overflows to reprogram the game on the fly (such as in the Mario World snake / pong tas), since at that point the hardware is executing YOUR code, not the designer's. Same goes for making the game jump to memory addresses that were not possible with the original code.