IANAL but I am fairly certain you are legally allowed to modify the source code of proprietary software and use that modified version, so long as you do not distribute it (as you couldn't distribute the unmodified version either).
The key difference between proprietary and Free Software is not actually that you can or cannot modify the source, it's that you are guaranteed access to the source in order to modify it or not. Since you usually cannot access the source of proprietary software, you usually have no legal way to modify the source for your computing.
It all depends on the license. There’s no umbrella ability to modify the source code of a software binary, open-source or proprietary, unless explicitly allowed.
The key difference between proprietary and Free Software is not actually that you can or cannot modify the source, it's that you are guaranteed access to the source in order to modify it or not. Since you usually cannot access the source of proprietary software, you usually have no legal way to modify the source for your computing.