You say that very confidently, but you are very wrong. If you download music from a source that does not have a license to distribute that music, then they are violating the copyright and you are now in possession of stolen property. Finland uses different terminology for Fair Use, but the citations amount to the same as US policy and only apply if you obtained the work by legal means.

Chapter 28: Theft https://www.finlex.fi/en/laki/kaannokset/1889/en18890039_199...

Chapter 2, Section 12: Reproduction https://www.finlex.fi/en/laki/kaannokset/1961/en19610404.pdf