If you are a masochist, it’s for sure fun. If not, you really won’t like your installation constantly breaking, not being updatable without great trouble and just not being able to be relied upon in general.
It's a TOS violation, and Apple does make things like imessage a pain, but it's not illegal, provided you got the installer from the mac store and not off the internet.
eh... illegal, depends on how you got access to MacOS and on your jurisdiction as well as the reasons for doing it. (Research, for instance.) The other points, I agree with 100%.
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