Am I?

By it's very nature Emulation is mainly used to play old video games. As such users will have obtained some rom sets. Many games roms included will be commercial with existing copyrights still in place. So it remains a bit dodgy to download them. But most turn a blind eye, unless you are Nintendo.

But without emulation or the whole rom collector community we wouldn't now have such a great historical archive of old system software. We would have lost access to a lot of games over the years.