It is the license that gives you the right to use the software. How you acquire the software is of little importance, as long as you have (and paid for) the license.
It works for Windows as well. It is perfectly legal to use an "illegal" DVD to install the OS, given you have an appropriate license.
Well, the theory is that you need a license to make a copy of the software when it loads from disk into memory. Depending on your outlook, that could be fair use, and the license is optional. The license removes all ambiguity -- if you agree to these terms, then we won't come after you for making a copy of the software.
It works for Windows as well. It is perfectly legal to use an "illegal" DVD to install the OS, given you have an appropriate license.