There are countries where is illegal downloading roms from archive.org or from any other server hosting roms. In practice, I don't think is a real problem, since tracking downloads from archive.org is never gonna be enforced probably. But it might be a good idea showing a notice to first-time users displaying that this is a thing, and giving the option to disable those downloads if they prefer to be on the safer side.
There are countries where is illegal downloading roms from archive.org or from any other server hosting roms. In practice, I don't think is a real problem, since tracking downloads from archive.org is never gonna be enforced probably. But it might be a good idea showing a notice to first-time users displaying that this is a thing, and giving the option to disable those downloads if they prefer to be on the safer side.