You are correct that this will eventually be a licensing issue, with art websites being updated to try to prevent people from downloading with the intent to train models. That approach will probably fail as EULAs have been beaten down in courts repeatedly. There's also a loophole there, in that if you downloaded the images from a pirate site, you aren't bound by the EULA, and if you didn't upload data to others you aren't committing copyright infringement.