There is a difference between downloading being legal and piracy being legal.
It is the same in the Netherlands.
Downloading in itself is not illegal, it is the usage of the downloaded content without a license that is.
So anyone is allowed to download all software, movies and music. However you can not run it, see it or listen to it without having a license.
Kinda like the situation of being able to download GTA:SA because you lost the disc because you rightfully own a license of it?