[bslanej]

First, to download the world of Warcraft client, you need to log into the battlenet client, which requires an account. Second, the world of Warcraft client is completely useless without a server to connect to. Alternative world of Warcraft servers are technically possible but illegal to run.

[gkbrk]

Implementing a network protocol is not illegal. Neither is writing a server.

[bslanej]

You have to reverse engineer the protocol encryption, which is illegal in some places. Also, lots of copyrighted material such as NPC names and quest text must be stored in the server and transmitted from the server to the client, which is piracy in plain terms.