Seems they used the LZO library, which is straight-up GPL.
http://www.oberhumer.com/opensource/lzo/
And so, someone has asked them to release the code under the GPL.
http://blog.crysys.hu/2012/06/stuxnet-duqu-flame-open-source-license-questio...
Other code uses various permissive licenses. As works of the US federal government, the rest is of course public domain.
*splutter* So does the author of LZO want to send the US government a GPL notification? Perhaps the SFLC can help ...
- d.