If by cheating is mean not playing all the notes, or all the notes not exacly as written, yes, some cheat. I recently watch a You Tube video of Horowitz playing Rach 3 and in the 1st mvmt cadenza he simply leaves out 3 right hand chords the omission of which make little difference. My piano teacher, the late Leon Tumarkin had perfect pitch and told me VH made many omissions and tricks in his performance. But so what? Some sections may simply be unplayable to some performers which doesn't necessarily detract from their over-all artistry.
I watched a DVD of Pollini doing the Brahms second and in the first mvmt cadenza where there are tremendously fast left hand octave leaps, he simply left some of them out!
Neither Rubinstein nor Horowitz recorded all the Chopin etudes simply because the technical problems of some of them are not worth the time and struggle for an incommensurate result.
In passing watch the YT video of Kissin racing through the Etudes op 10 #1,2 in succession. I could never do it in a million years of practicing. Some people's abilities are unaccountably superior to other's. (For example the golfer who can hit long perfect drives sitting in a chair, using the club backwards, from a ball tossed in the air, etc). So you blame your bad golf on your clubs? Of course you do.