Whether people have been sued for downloading works they don't have the right to copy onto their machines is irrelevant to whether it is actually illegal. And it certainly has nothing to do with fair use, which is about copyrighted works that you actually do have some right to.
IANAL so I'm not going to tell anyone what does and what does not constitute fair use in what jurisdictions.
BTW people are being sued for distribution because they make great examples because their offenses and thus the damages are much greater.
I'm not familiar with the state of play outside the US, but the US is one of the stricter jurisdictions in this regard, for reasons that have mostly to do with sophisticated corruption.
I'm responding to the "for me not for thee" and the top comment about there being an inconsistency between the treatment of large companies and the treatment of individuals in this case.
Unless people are typically punished for downloading and using copyrighted content, there is no such inconsistency. They are not, so there is not.
Copyright troll lawsuits have been fairly public and widely covered in the tech press, and most criminal prosecutions come with a formulaic, gloating press release from the law enforcement folks responsible. So it's pretty easy to follow this stuff.
The DMCA does allow harassment by copyright holders to individuals suspected of infringement. It's just that most people like authors wouldn't blow their legal budget suing kids.
Everyone who was sued by the RIAA was done so for possessing the music in a publicly accessible method. Distribution was never actually proven in any of the cases (including the high profile losses). Defendants who argued that accessibility does not qualify as distribution actually won their cases. Most who argued against the validity of the evidence acquisition also won their cases.
Making and having your own copies, and doing what you want with them, has always been fine. At worst it's a grey area, but in many cases it's been protected as fair use.