The answer is simple: NO! They are NOT misleading you.

There is a common misconception about what "royalty-free" means. All the term means is that you do not have to pay royalties, but that does not mean the stuff that is royalty-free is free to obtain nor does it mean that it has a free license.

Perhaps the misconception is even fed more by some royal-free artists, of whom Kevin McLeod might be the most famous one, give out royal-free music under a Creative Commons license. Creative Commons has however very little to do with royalty-free, but does mostly make stuff royalty free.

In order to understand why this is not any kind of rip-off and why stuff (music in particular) that is royalty-free require you to pay for this, you must have proper understanding what "royalties" are.

In the professional industries for movies, videogames and many more things, it is quite common that artists keep getting money over their contributions. This can be periodically, like monthly or annually, but this can also be per copy sold. These fees are called "royalties". So if I make you a piece of music and you put it in your game and you'd pay me $1 for every 10 copies sold, than those are the royalties you pay me for my work. I can use my copyrights to decide how the prices of my royalties are decided and over what period/copies they must be paid, however I do need to provide clarity over how this works, especially when it comes to revoking usage rights in case of conflicts etc.

When you are dealing with royalty-free stuff this obligation to the artist is simply wavered. You don't have to pay any royalty-fees than over months, years or copies sold or whatever. However this does not mean that if I offer music "royalty-free" that I am not allowed to still charge you for using or obtaining the music at all. However this would then only be charging once and never again. Based on what kind of license I've set up, it is even still possible your right to use the stuff can still be revoked too. And please note it's copyRIGHT, not copyOBLIGATION, so I do not have the obligation to charge you, and Kevin McLeod for example chose not to do this, and by picking a Creative Commons license he even wavered the right to revoke your right to use his stuff (although there are still possibilities, as when you did clearly violate the terms set by the Creative Commons license, but now things are getting more complicated than necessary).

Is it also possible that music/art is free to obtain and that royalties are still being charged if it's actually used. The answer is simple. YES! That is possible. Of course, the license terms must be very clear on this. There are also artists who give away their stuff for free for free projects and charge money for commercial projects in either a one-time fee or even in royalties.

The bottom-line is however, royalty-free is NOT the same as free-of-charge. Be therefore also very careful to check out the license set up by the artist before you download art/music/whatever and use it in your projects to make 100% sure you are allowed to do so, and if money is charged that you either pay for the stuff or refrain from using it. And if the terms on the site are not clear or even completely absent, then just don't use the stuff at all and ignore that site's existence.