Actually, even if you are an EU citizen, downloading copywritten material for free is very much considered theft. Ever read those FBI or Interpol statements at the beginning of films?
You are wrong. You are talking about copyright infringement, which is a civil matter and not a criminal one. That means the party whose rights have been infringed must prove that and sue you. But you won’t go to jail if convicted, you’ll have to pay damages. That’s why the Netherlands, for example, used to be safe for torrenting. It wasn’t legal, but copyright holders did not have the right to get account details from providers for IP addresses that were caught sharing content (sharing, not downloading) and thus had no one to sue. If it were a criminal matter, the state would be after you and they have a lot more rights.
