Incidentally, downloading music files via P2P programs isn't illegal either, if you own a copy of the material in question, or if the material in question isn't copyrighted. For example, concert bootlegs are almost never illegal to download (though they may have been illegal to make in the first place), because it's difficult to argue that anyone owns the material in a concrete sense. The songs might be the intellectual property of a particular musician, and that angle could be argued, but aside from that as nobody has officially recorded and released the material for profit at most concerts, you aren't cutting into anyone's profits by downloading it, and it isn't officially copyrighted, so there is no illegal activity.
There's also the fact that some (in fact, quite a few) record labels and independant musicians don't have any issue at all with people downloading their material. Downloading music via the internet is only illegal if a) you don't own the material already, b) the material is copyrighted, and c) the owner of the copyrighted material hasn't given permission for the material to be spread freely over the internet. Going on Limewire and downloading the latest Britney Spears single is illegal, but downloading her latest concert or downloading the latest release by some punk act on Alternative Tentacles Records or whatever is almost certainly not.
In other words, downloading music is not necessarily illegal, and it seems strange to close all threads which discuss it. It might be better to stamp out specific things, rather than general discussion. And as far as the official responses to websites and so on is concerned, if you aren't hosting files yourself and nobody links to them, CW should be perfectly safe. The website isn't going to get in trouble because a few people mention downloading music without specifying in any way that it is illegal activity, because it isn't necessarily so. It'd be like closing all threads which mention smoking, because someone might assume they were referring to smoking some illegal substance or another instead of cigarettes.