They may be illegal to run if they are made to depend on servers, even for single player, and those servers are taken offline.
On top of the shenanigans we have seen recently about revoking paid licenses to watch movies.
That's not illegal, it's just... you can't play the game. Or you can but it's hard. But it's not all that common of an occurrence.
There is zero practical difference between owning a game they don't allow you to play and not owning it. Thus if taking steps to make it playable is illegal, then the equivalent to ownership is illegal.