You might as well remove the legality of it from the question then and focus on the moral aspect.

In the case of downloading a copy of the game you own, I don't have a moral issue with that.

However, I don't think that generalizes to any digital good. I'd say it is morally wrong to make copies of a digital good where an additional instance gets you some benefits. For example, downloading an additional digital ticket to a limited virtual event, thereby gaining access for free, or any instance where the original creator loses a sale and someone gets to enjoy or profit from said copy of the digital good.