Most providers do not log downloads. To cite the policies of two of the biggest providers, Giganews and Astraweb:
> Giganews does not track the specific articles you download; however, we will track the volume of your downloads for account maintenance and download limit enforcement purposes (if applicable).
— http://www.giganews.com/support/#q4.1
> We do not store any specific information about your downloads. We only store the amount downloaded, date and access IP address for accounting purposes.
To the best of my knowledge, to date these headers have only been used to nab child pornographers. I've never heard of anyone getting in trouble just for downloading copyrighted works on Usenet. The worst uploading incident I've heard of was years ago when all the members of sd-6 got their Easynews accounts deleted. Granted they were posting non-stop and all using the same NSP. I don't remember any charges being pressed or subpenas being issued.