They are just trying to save money. It costs $1500 plus attorney fee's to register a domain name dispute with the National Arbitration Forum. The cost to the respondent is nothing unless they hire a lawyer, which shouldn't be needed if they know how to put a coherent few paragraphs together and aren't using the domains in bad faith.
Terms Naughty and America are generic terms, so this is a domain grab by NA nothing more. With that said I believe when you have a trademark you have to defend it if someone might be infringing or you risk losing the trademark. I don't know if that is 100% true but it was told to my when I was sued, and I won:-)
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