Insider trading is a crime in which someone takes an action based on data they had no right to. (Trading on corporate secrets, or data that belongs to the corporation and not the individual profiting.)
If a student finds a copy of the answers to a test, even if the student finds the data in a completely legitimate way, it is considered academically dishonest for the student to take the test after learning this information.
In many games learning certain information is considered cheating. For example, in Poker it is cheating to know another players cards expect after a player folds and chooses to show their cards.
Until very recently it was illegal to make a copy of "Happy Birthday" in the form of a live performance at restaurants in the United States.
Yes, in the real world data has owners and it can be illegal/restricted to provide copies of the data or to perform certain actions with the data.