What would be illegal about it?

Why? The only thing that's vaguely objectionable is the fact the consent screen's wording of "download public web data from the internet" omits important information on what's actually happening and the associated risks. Otherwise I'm not sure how you can come up with a principled justification of the ban beyond just "AI scrapers bad" or "hiding identity". Tor relays and VPNs are basically doing the same thing, except with clearer disclosure about what actually goes on.