Interesting point - though the law can be strange in some cases - so for example in the UK in court cases where people are effectively being charged for looking at illegal images, the actual crime can be 'making illegal images' - simply because a precedence has been set that because any OS/Browser has to 'copy' the data of any image in order someone to be able to view it - any defendent has been deemed to copied it.
Here's an example. https://www.bbc.com/news/articles/cgm7dvv128ro
So to ingest something your training model ( view ) you have by definition have had to have copied it to your computer.
*Not a lawyer