I don't have an explanation (that I could write down in a public place, at least), but I would NOT count on having the same amount of luck if I were in his boots.
None of us know the whole story, and it's not likely that we ever will, unless he contracts some terminal illness and decides to write a telling memoir on his way out.
I'll agree that no one like you or me would ever have the same amount of "luck," primarily because it can't be luck. Kim has money and he has leverage. One doesn't always buy the other (to the chagrin of a litany of folks from George Jung to Bernie Madoff), but it seems clear that Kim has banked plenty of both. He's freely given out some of the juicy bits, like the MegaUpload accounts that were registered and used by USG and MAFIAA entities to engage in various copyright infringement. But he has more, and he's keeping it to himself.
The man may be a complete and total pompous douche canoe with a proven track record of dubious activity, but he isn't dumb by any stretch of the imagination.