The analogy between finding a wallet or a car with the keys in it and taking these items is that you can generally find the ownership of the car and the wallet and depriving the owners of the items is theft.
Finding money on the street or in a park is harder to prove who lost it.
Downloading a digital copy of a film or movie track is precisely that, a copy
You want free music ? check out soundcloud, jamendo etc and the plethora of "creative commons" music sites, here the site and artists legally allow you to download their music for free and to keep and share freely with others.
spotify is the same as kodi, you are streaming and never get to keep a copy of the music or film, spotify has legal rights to share the media, kodi is just a sharer and not the supplier
Am with a small ISP and if I wanted to could download from the pirate bay, which is open to me, but then would have my ip visible and getting a dear sir dcma takedown request can be annoying or expensive.
some proxies work, others do not. some vpn's allow torrents, while others fudge the issue only to allow that special letter to arrive and you lose access.
there are other ways around of course