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Yes, the United States has a you-can-recieve-anything philosophy (with some limits for old analog cellphone frequencies, and restrictions on using, e.g. a police scanner in a car) that isn't matched in many other countries, which is the legal basis of how Ireland and the U.K. require you to buy a license to watch over-the-air television.

The TV licence has been expanded to include any live broadcast, so watching sport on Amazon requires a TV licence.

I also think that in the UK it’s illegal to listen to ATC.

How did the UK ever get to be this way?

Centuries of legal scar tissue accumulated through continuous, unbroken political order.

Treaty of Rome. Maybe North-Korea did not sign it but that is nitpicking.

Can you give an example of a legislation where receiving a signal by multiple receivers is illegal?

Yes -- the UK. You need to sit an exam and get a radio operator's license to receive anything civil aviation related, for example.