No. Copyright is about making a copy. It’s literally in the name: right to copy. A file downloaded illegally means someone made a copy without being authorized by the IP holder.
There are 'performance rights' that are separate from the direct copyright infringement. i.e. if you buy a DVD legally and show it to your church's youth group, you'll be infringing on the performance rights. AFAIAA there isn't an 'enhanced' punishment if you got the IP illegally, just two separate offenses.