Would it be wrong of me to buy one of those handhelds preloaded with thousands of games?

My friend showed me this Gameboy looking thing with thousands of older games on it. It was so cool. I did some research and found out they are illegal. I really want one though. Would it be wronf if I bought one. Like, would it hurt anyone?

Would it be wrong of me to buy one of those handhelds preloaded with thousands of games?
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