This has been argued in courts ad nauseum. It is not piracy. Just downloading is not piracy. If you download a ROM from a site, the site is guilty of piracy. You are not. If you download from a torrent though, you're guilty because you're also participating in the distribution. There's also nuance with profit depending on the jurisdiction. But, just like throwing away a pamphlet is not piracy, refusing to download and ad is not piracy.