German Urheberrecht explicitly states, that downloading something is legal, if not downloaded from an obviously illegal source ("offensichtlich illegale quelle"). Thats why it is perfectly legal to download copyrighted music from youtube (because Youtube is obviously NOT illegal). Youtube ToS are irrelevant in that case. You are however still not allowed to copy the data (music) to a third party (that is when copyright starts).
Whether or not the file you downloaded was even allowed to be uploaded to that website, is irrelevant in that case. Then the uploader and provider are liable, not you the downloader.
> Urheberrecht explicitly states, that downloading something is legal
Technically right with your phrasing, but wrong considering the context.
That exception is explicitly about the fact that eg pictures served on a website will be copied to the local cache and can still be shown without violating it. But besides that, nobody argued that the download itself was the license violation.
If Roblox only downloaded and then deleted it without using it in any way, they'd not have violated the license. Was that the point you were making? If so okay, that's true but from my perspective a pretty stupid view. Surely you're aware that they didn't?