I assume you are probably trying to make fun of the comment or playing devil's advocate or something, but you are correct. The illegal part comes when you try to share things you have no rights to share, such as the ROMs or BIOS.
Just as you can go to to arch linux' web page and download through their recommended method (torrent), you can go play old PS1 games on the PSClassic (based on the PCSX emulator), or play GB/GBC games on your 3DS Virtual Console (in house nintendo-made emulator afaik, correct me if I'm wrong).