Illegally downloading anime has been virtually risk-free as of yet. We might be more wary if a protection group like the MPAA/RIAA was to show up. But none of this exists exclusively for anime and R1 companies have no money to make one.
We never have anything to worry about, unless Japanese studios should somehow force ISPs into extreme privacy invaders shut down all p2p sharing. Even then, we'll still somehow get it.