Nothing like a good debate about copyright...
As pointed out, there's the general point of fair use that exists to download anything on the internet that's not otherwised protected by some sort of authorization scheme--and a EULA or boilerplate web site policy that I never agreed with doesn't count, precisely because it's trivial to invoke conventions like a username/password to sort that out. To wit, Nintendo built a car without locks while the convention is that a car without locks is for public use; A car with a lock with the key glued in would offer greater legal protection for the existence of the lock.
Reverse engineering and modification of a copyrighted work is a-okay, so long as it's done "for personal use". And then you can redistribute those changes as patch files, scripts, etc as a point because anyone who wants to use the patch still has to obtain the copyrighted works first through some legal mean (see above and below). That's why it's okay to distribute new library files for Windows, as an example.
As for mirroring software, that's a no-go because as much as it's a free-for-all to download from Nintendo, it's still Nintendo who has to host the content--the exception being if this "mirroring software" is merely generic caching of all web content, which allows for things like caching proxies and the web archive. Hence, the copyright holder still is the one who is controlling the right to copy because they can pull down their servers at any time or add new restrictions of authorization whenever they wish. They choose to provide the service to everyone by how they configure their hardware. If I choose to run an extension cable from an outside outlet to the sidewalk and make it look like a generic, public outlet, that's my choice and I get to the suffer all the possible negative consequences.
Well, that's all for my armchair legalism, worth a grain of salt and all.