Nike says it's okay! In all seriousness, I'll go with the general agreement that if you can't legally purchase it and if you plan to pay for it if it does become available someday you shouldn't feel bad for getting it in alternative ways.
For example, I've been waiting for ages for the new No Doubt record. I plan on purchasing the album as soon as I can pre-order it, but when the inevitable leak comes around a week or two before the release of the album, you can be sure I'm going to download every single song.
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