They don't need to sail through territorial waters. The Baltic is a shallow sea (~55m deep on average, 460m at the deepest point) and an anchor chain can be 200-300m long. So dragging an anchor on the bottom of shallow international waters provides just the right combination of plausible deniability and an environment with low legal repercussions.

This is one of the reasons it doesn't happen in the Atlantic. By the time you are out of territorial waters, in general the required anchor chain length puts the incident outside of any plausible deniability.