In short, copyright infringement. Wikipedia has more information on specific laws: http://en.wikipedia.org/wiki/Copyright_infringement_of_softw... and http://en.wikipedia.org/wiki/Copyright_infringement
In the UK they could probably be got for "hacking" (ie cracking) as they are using the computer from which they download updates without authorisation and breaching a security feature in order to do so this puts them in contravention of the Computer Misuse Act (or at least on a naive reading, mine, it does so).