For an individual downloader, the risk is extremely low. ISPs rarely target retro ROM collectors (they focus on new movies/music). However, uploading (seeding torrents) is statistically riskier because you are distributing copyrighted material.
The "All SNES ROMs Complete Set" is effectively the for the 16-bit era. While downloading the set may be legally ambiguous, preserving the metadata, box art, and manuals ensures that future generations can play Terranigma or Final Fantasy VI long after the last original cartridge rusts away.
You have likely heard the rumor that you can download a ROM if you delete it within 24 hours. This is false. It is an urban legend from the 1990s bulletin board scene with zero basis in law.
Having a complete set of SNES ROMs would allow gamers to:
A: Yes, some SNES ROM sets are available for download via BitTorrent, but be cautious of potential malware and copyright issues.