That doesn't make any sense. If the code truly were FOSS, why on earth would he copy it from his employer when he could eliminate legal risk by downloading it off the open internet? We know he's not stupid.
He had made changes/improvements to various FOSS projects he was using at Goldman that he wanted to submit as patches upstream but his bosses wouldn't let him. He figured that since he was leaving he might as well take the FOSS code he had modified with him so he could submit patches later. The legality of this maneuver is tenuous at best, as others in this thread have noted, but in my opinion probably doesn't merit years of hounding prosecution and criminal charges.
You haven't met many programmers, have you?
(I'm speaking of myself as well as friends and associates, here.)