it should be fine, probably, i downloaded all the content for MH4 and generations on mine, but i also had a legit copy i ripped to cia
i remember hearing somewhere a long time ago that unlike .3ds, if you have the game in cia format they can't really distinguish wether it's a pirated copy unless they look for a legit ticket, which i don't think they do
you can still even download the content for MHFU on the psp