Now, what if instead of training myself using real instruments, I train my AI and do the same. Is it different?
It is complicated, but there are many arguments in favor of fair use, probably more than they are against but as you say, let's the courts decide.
But in any case, piracy is illegal in every case. As a human, it is illegal for me to use pirate copies, whether it is for training myself as a musician, for training my AI, or for simply listening.