[jszymborski]

That's the right to play the music, but you received it through illicit distribution which, depending on jurisdiction, can result in liability.

[lloeki]

You're being downvoted, but you're correct: bits can have (legal) colour.

As I recall this is the case in France: even if you own a CD, getting a bit-for-bit copy of it that was originally produced unlawfully runs afoul of reproduction rights. IIRC this was even challenged and confirmed in court.

https://ansuz.sooke.bc.ca/entry/23/