They presumably have used magic outside of school. Consider the following passage from Chapter Five of Goblet of Fire:
"Mum found this stack of order forms when she was cleaning Fred and George's room," said Ron quietly. "Great long price lists for stuff they've invented. Joke stuff, you know. Fake wands and trick sweets, loads of stuff. It was brilliant, I never knew they'd been inventing all that..."
"We've been hearing explosions out of their room for ages, but we never thought they were actually making things," said Ginny. "We thought they just liked the noise."
This tells us that Fred and George had been inventing their various joke products while at home while underage. As this certainly involved magic, we can conclude that they indeed did disregard the rule about not doing magic outside of school.
As for why they didn't use magic at home more often, presumably it was because of their mother. Even if the Ministry would never find out about it, Mrs. Weasley would probably not be so accepting of the lawbreaking. And we know from Chapter Three of Chamber of Secrets that even Fred and George would cower in the face of their mother's rage:
All three of Mrs. Weasley's sons were taller than she was, but they cowered as her rage broke over them.