Earlier quoted context omitted.
So I'm not an expert, but isn't it still simply pirating software? I mean what's the difference between this and pirating Photoshop for example?
The difference is that the cited shell script downloads software that the copyright holder himself makes freely available. It is like downloading binary freeware. The ToS are a separate issue, but I doubt they'd hold in Europe for example.
Just because software is made available using a public web server does not mean that you are free to use it as you please. It's distributed along with a ToS agreement that governs its use.
Bringing in words like "illegal" can be fraught because I don't think we've seen a court case (in the US at least) about exactly how binding a "click-wrap" agreement actually is, but there's no question that projects like the one linked upthread violate the terms of the software license.