Piracy alert! Here's encrypted Yoshi's Woolly World for USA : [e-shop link]
It's plainly available on Nintendo's server. Downloading it isn't a copyright violation. Using freeShop to install it may be though, then again modding your console probably is too.
[To emphasize your point]
It's a grey area. You can download Windows' ISO files for the OS and can install them without a key and that's legal (you've just got a gimped version until you get a CD key for it). In fact, M$ themselves host the ISO files, and allow you to download them for free(!). You just have to pay for a CD Key.
Now, with Freeshop - the only legal problem which arises is the ticket it gives you for the title (so it can be decrypted/played). The encrypted CIA is sort-of legal to get (else the link in the quoted post wouldn't give the CIA file as easily) but the ticket is like a CD Key for Windows. That's what you're paying for, and to get one illegally (i.e not paying for it in some way) is where the whole "illegal" factor comes into play.
If Freeshop ONLY served you the encrypted CIA files from Nintendo's servers, it wouldn't be a problem as the CIAs still require a legally purchased ticket to decrypt and play the game. Since Freeshop gives you a ticket for the game illegally, even though it's legally downloading the encrypted CIA - that's where the legal problems arise.
Modding your console isn't a copyright violation either, it's just against the terms of use (which at most would get you banned from the device/services the device accesses and not much else). Downloading a ticket to decrypt a game is a copyright violation however (even though the encrypted CIA you're downloading is legal, the act of illegally acquiring the ticket to decrypt it isn't).