your brother does have a point. the fines for content theft are pretty high in some places and you could be fined for every individual download separately.
i've known a few people who were caught downloading music with one of those old file share network tools. one paid like 200DM per track for 34 downloaded tracks.the other was lucky enough to commit his crime once they topped how high fines could add up.
in some countries, there might even be jailtime up to 5 years.
but its very different depending on where you live.
technically, it shouldn't be hard to track game downloads, your ips could do it, but they dont, too much work.
law enforcement could, but has more important things to do.
content owners could set up download sites that track ips but i have a feeling if a content owner made up a website to share their content to find people who'd download it for free, in a court, that would count as a free giveaway.
filehosters could save your data, but dont because they mostly make their money through illegal downloads
really, the only way to have this come back to you is to download using torrents as those distribute location and ip to everyone, even a lawfirm working on the behalf of content creators.
if you guys just download through freeshop, mega and similar file hosters, as well as normal rom sites there's little to worry about currently. specifically, the gaming industry isn't combating piracy as much as the music industry did.
that said, the only way to be absolutely sure is to not steal digital content.