Is it illegal to download games that you own

Yes and no. In a way, you bought the right to play the game that you payed for. The game should be available for you to play as your heart desires. So we can say the morally you are not cheating the software company. You payed for their product, so you hold your end of the bargain, so it's expected that you can have access to the product you want.

But, because of the piracy and protection issues, there are legal issues that prevent you from accessing the product in any way possible. Legally, you have to get the product in a way or form that they are willing to provide. In other words: you have to accept their ways of shipping or delivering.

Let us picture a scenario: "you buy a game that gets stolen and you also lose the receipt. You can't go to the store and get another copy unless you buy it again. So you decide to download it from a torrent site the game to play it."

Morally you don't do something wrong because you bought the right to play the game, but legally you do, because that kind of "distribution" it's not approved by the law and it's seen as theft and piracy.

It is strongly suggested that you do things "their way". You can save yourself a LOT of trouble. It's not a pleasant thing to loose a game or not be able to play it because you're on a trip and forgot the game home or any other scenario. Still, it's recommended to be on the good side of the law.

Here is a real text about the moral things from Romans 14:16,17 " Let not then your good be evil spoken of: For the kingdom of God is not meat and drink; but righteousness, and peace, and joy in the Holy Ghost."

God bless !