If someone photocopies your painting, it's indistinguishable from a photocopy that you yourself made. And if you get one of the copies that someone else made, you still own the copyright to the work and it's perfectly fine for you to sell it. You could have made the copy yourself, you just didn't bother because someone else gave you a copy they made.

That's the same thing here. For all we know, Nintendo actually did dump the ROM themselves. The evidence suggesting they downloaded it from the internet is all circumstantial. But even if they didn't, they could have done so, and since they own the copyright to the game, it's perfectly reasonable for them to sell the ROM, however it was actually obtained.