Similarly if you were downloading a black & white movie off some official looking site that claims to collect out-of-copyright films.
But if you're downloading a 2009 blockbuster off Pirate Bay using BitTorrent, that's clearly malicious. But it's not even that kind of case that's being civilly prosecuted by RIAA and its ilk -- it's only when you start uploading this material to others that they strike.
Personally I find the behaviour of many of the pirates pathethic. Just admit that you want ready access to material that was expensive to create for free already, don't make some nonsensical claims about free speech or restrictive copyrights or oppressive record companies.
Want to fight exploitive record companies? Buy only music from independents, support those band tours'. Ignore newest pop albums from RIAA companies. Tell everyone how great your independent band is, play their music at parties.
Want to oppose restrictive copyrights? Make everything you create true Public Domain. Microsoft using your PD code in a commercial product? Great, your work is being put to good use.
Morally speaking if I know something shouldn't be freely available online, it would be wrong to download it, almost like how it would be wrong to buy something you know is stolen.
It's not necessarily your responsibility to determine the license of the information you obtain but if your downloading 100's of the latest top hit records then clearly the intent is obvious.
In this sense downloading isn't in any way illegal; but the combined act of searching for "XYZ song" and then downloading and using it is.
Who knows, it might be a movie too! You certainly don't - you just like to download random stuff that looks vaguely familiar for some totally mysterious reason, hoping that you'll be entertained by it.
I don't understand how your train of thought arrived at that destination, but it must have gotten derailed somewhere along the way.