I can not recall a court ruling about the legality which should mean that the website itself is legal unless the case would be examined in court. Blocking a perfectly legal website is censorship in my opinion. Where is the difference to countries like China who block websites that express different kind of views about China ? The only difference I see is that this kind of censorship has purely economic reasons while the one in China is politically motivated.

Many European countries have their share of censorship which is not known to many of it’s citizens. Germany and France ban Nazi websites and sites that deny the holocaust and other countries most likely have their share of websites that simply get blocked.
Censorship does not get better if a democratic country uses it to suppress websites because of political or economic reasons. It simply does not feel right.

Why don’t they sue allofmp3 in Russia if they think the service is illegal ? Maybe because they do know that a Russian court would rule that it is a legal service ?

The best thing the big media companies could do would be to offer a similar service on the internet. That would of course mean that high pricing items would come to an end. Suppose they fear that more than to piss of a few more customers criminals.