Copyright is the right to make copies. The creator of a work has a government granted monopoly on that right.
When I download a picture from a website and save it to my machine, I am making a copy of it. If the photographer has not given me explicit permission to do so, then I have infringed on their rights by making an unauthorized copy of their work.
The mere existence of licenses like the creative commons refutes your argument. They would not be necessary if you could just download whatever without infringing copyrights.