The answer actually varies a bit. For example, in Anaheim (Disneyland) those ticket companies are NOT illegal, BUT Disney doesn't honor those tickets.
In fact, last week they actually started a new policy of taking photos of anyone using a multi day pass, so if your photo doesn't match the original photo, you'll be denied entry.
So technically, those places can still operate, but each theme park can set it's own rules & policies on tickets & most have some sort of policy against those scalped tickets.
You might be better off checking for some sort of travel agency (AAA) discount or a ticket at Costco. Those places usually have discounted tickets.
Otherwise you're running a HUGE risk with trying to to use a scalped ticket from one of those places & if it doesn't work, you really can't report them because technically those companies are operating under state law, even if the theme parks refuse those tickets.
So the theme park & that scalping company are protected, but you as a consumer wouldn't be.