Hold on for a second and consider that uploading a beatmap to osu! is probably a more grave copyright infringement than downloading a song from somewhere where someone else has illegally provided it.
The internet is wide and as already mentioned, if you buy that song you can use it for private purposes and uploading it to osu! does not really count.
If you're worried about breaking copyright rules you may want to check the rules about beatmap submission in general and consider to map a song of a featured artist instead which are completely safe to upload without breaking copyright rules.