They don't own the rights to them. The contract that Big Finish has with the BBC only allows them to use the first Eight Doctors. Big Finish are not not allowed to sue any concepts from the new series, such as the Time War or Trenzalore. Big Finish are not allowed to sue characters from the new series, whether the Ninth etc. Doctors, or Rose Tyler, Donna Noble, Slitheen, Judoon etc. In addition, while Big Finish are allowed to use Paul Mcgann as the Eighth Doctor, they are not allowed to use the characters Grace Holloway or Chang Lee.
AudioGo(a separate company to Big Finish) had a deal with the BBC that allowed AudioGo to make audio adventures featuring characters and concepts from the nww series, as well as from Torchwood.