Shadow libraries are a competition to the official ways to access the papers.
Just like in any market, the various offerings have advantages and disadvantages.
- Advantage of, say, Elsevier website: is legal
- Disadvantage of, say, Elsevier website: accessing costs money (even if your university pays)
- Advantage of, say, sci-hub: is free
- Disadvantage of, say, sci-hub: accessing is somewhere between legal grayzone and illegal, depending on jurisdiction
As in any market, by your choices, you decide which offering you prefer:
- If you decide to get the paper from Elseviert (even if you can access it "for free", because your university pays), you vote for "Elesvier's business practices are perfectly fine."
- If you decide to get the paper from sci-hub, you vote for "what sci-hub does is less evil than what Elsevier does."
Choose the market offering that fits your alignment.