what about the nes classic which came out a long time ago and they're clearly trying NOT to sell??
Legality and the fact that anybody can have it up and running in less than 3 minutes from opening the box.
No, but downloading the game ROMs almost always is.
It's an urban myth that owning a copy makes it okay. Morally sure, but not legally.
If you want one, set up alerts on brickseek.com, nowinstock.net and zoolert.com. Every few days they pop up somewhere online or locally. They're still scarce but it's possible to get them. Amazon had stock for almost an hour when I bought one a few weeks ago. Using these alerts I got two in the last month. One for me, and a second just for the controller. The official controller is even harder to find than the console.