To elaborate a little more about the licensing - here's some of the challenges we've faced in the past.
We found a consulting company that was modifying sp_Blitz®, then installing it on their clients' servers. After the consulting company was asked to leave (for unrelated reasons, I hope!), we got support calls about why sp_Blitz® was breaking so badly. I looked at the code, and it had code we'd never written. That's not fair to us to have to support that company's bad code.
In another case, a blogger was distributing an old version of sp_Blitz® and not keeping it up to date. We got emails from people saying they had the latest version but it still had bugs - when the real problem was that they kept downloading this blogger's old zip file.
We pour a lot of our free time into building this stuff, and we love giving it away - but we want people to always get the most up-to-date version to keep our support time down, and we want to make sure we're properly credited for the hard work we do. That's why we don't allow folks to redistribute our code and install it on servers they don't own.
We have nothing against consultants though! You're free to use our tools to make your life easier - just don't install them on servers you don't own. Ask the server owners to install 'em, and then go from there.
Hope that helps!