The difference is the intent - calling CQ is the protocol for seeking a contact to communicate with. It's not broadcasting because you're trying to establish comms with someone, and not disseminating information "one-to-many". Running a net inherently intends to engage in contact with numerous stations - by definition not "broadcasting".
Isn't it the case that it's not a CQ unless someone responds?
Like, the response is kind of important for either a CQ or a net... whereas if I broadcast a pirate radio I am doing what I am trying to do just by sending.