Getting roms that you don't extract from your own console is actually relatively dangerous. Nintendo is second only to Disney in trademark and copyright enforcement. They monitor torrents through a few different services. Trying to pirate Nintendo stuff through the most obvious sites/protocols will get you a scary DMCA letter from your ISP. That's enough to dissuade most people. There are, of course, ways around that tracking, and sites which can't/aren't monitored. But, it does raise the bar of effort required which keeps most casual pirates safely on Nintendo's shores.

EDIT: To add, piracy is a service problem, not a price problem. Free doesn't mean ubiquitous.