Hi, I am Paulo and I'd like to help.
There is no need to be concerned because the pirated OS has already been removed. Linux is free so you don't have to worry about what OS you use to download it. It makes no sense to label it illegal if it is an open-source OS. You're alright as long as you get it from their website. What matters is that you should never use a pirated version of Windows from now on since you risk being blacklisted and using it is unsafe and illegal.
See this article
https://www.makeuseof.com/windows-piracy-risks/
(Disclaimer: This is a non-Microsoft website. The page appears to be providing accurate, safe information. Watch out for ads on the site that may advertise products frequently classified as PUP (Potentially Unwanted Products). Thoroughly research any product advertised on the site before downloading and installing it.)