I'm pretty sure about this now.
I just looked into the actual data set[1], and analyzed a few papers from it, e.g. [2] the first paper in scopus_nature.csv. They're definitely available on Sci-Hub at least at the moment [3], and there's no reason to believe they weren't available back then.
Also, here's what they say about the dataset, emphasis mine:
> As a quality control, we performed a random sampling of all the articles retrieved, excluding those already present in the first data set. As in this second data set, the number of Sci-hub downloads is precisely equal to zero, we regard it as a control group (nC = 4,015) from which we are going to estimate comparisons for our experimental group (nE = 4,646).
Downloads equal to zero != not available.
[1] https://osf.io/xb9yn/
[2] https://www.scopus.com/inward/record.url?eid=2-s2.0-85016141...
[3] https://sci-hub.tw/10.1038/541123a