How many videos a day use copyrighted music w/o get DMCA'd? Get out of my face with that friend stuff. Don't even start that
Except the band has a legal right to determine who can legally use (read: license) their music
if they didn't license it (which they didn't), they have no legal right to use it and the band has every right to take it down. This is not "twitter" taking things down, this is the band using their legal rights as detailed in Copyright law.
Another thing in copyright law says that selective enforcement with copyright on the copyright holder part is completely okay. A copyright holder can't possibly go after every single infringement ever, so when they want to, they can. If they feel like it's not worth it, they don't have to. This is why a lot of infringements go unpunished. If you have a problem with this take it up with congress, not twitter.