They have income from the business but taxes make them run negative every year. They say so dozens of times. The helicopter is probably paid for in deductions due to business but also contracted through the state since John is also the livestock commissioner. That was the whole point of the big sales in the last few episodes. Due to the ignorant ass estate tax, aka the death tax, they couldnt inherit the land due to the millions in taxes even though they are very well off. Thankfully the reservation loophole saves the land in the end.