You would be right if there was a law 'watching infringing material', equivalent to 'receiving stolen goods' - but there is no such law.

I have received a lot of emotive disagreement and conflation of terms but where is the statute or precedent that says downloading is illegal ?

There is none. Sadly or happily depending on ones position.

Yet I don't understand all this disagreement with the facts.

Please if you believe I am wrong it would be quite easy to substantiate the argument by a citation of statute or precedent.

I have looked into this matter quite extensively and there is no such legal prohibition.