True but it is possible for them to capture one of these sites and go through the logs to check for IPs. So it would be best to use these with a VPN also.

I'm not aware of this having happened for movie downloading but it has happened to data breach forums, the police in Holland have contacted some downloaders there after they took down a platform (raidforums): https://tweakers.net/nieuws/208638/politie-mailt-duizenden-n... (in Dutch, sorry)

So it's not unprecedented and certainly within the legal realm of possibility even though this is a different country.