Is it safe to download games from non-torrent websites in Germany?

I want to play some games, but if I cannot buy them on GOG, I feel that I have a moral right to download them from third-party platforms. I recently moved to Germany and heard many warnings about using torrents, cuz you can get fined, so I am a bit worried.
Is it possible to safe download games from non-torrent platforms such as gload to without using tools like VPN etc?
Where do you recommend downloading them from? (I would prefer to download game installers rather than pre-installed versions)