I can't help but think this looks like some kind of weird bait but sure I'll bite
never heard of anyone getting in any kind of trouble for even mapping songs they don't have permission to upload, which is pretty unquestionably illegal basically everywhere
whether downloading pirated content is illegal probably depends on your location so you should really just check your local laws on this, but for what it's worth, I heavily doubt anyone will ever come after people who just play the game no matter what any law says