But we do actually have precedent where there was creation of copies out of thin air. VHS recordings of broadcast, Sony Corp. of America v. Universal City Studios. It was actually settled on time-shifted of free-aired material being fair use. Nobody argued that the VCR owners having no copy before recording did not make a copy.
You’re conflating the concept of “recording” with the concept of “copying”. They weren’t making a copy. They were making a recording. As your citation demonstrates, these two concepts are not the same thing.
Importantly, there is no difference in the legality of recording when we switch from an authorized broadcaster to a pirate transmitter. It is still perfectly lawful to create a recording of what was sent to you.
Even if you call up the pirate station and ask them to transmit the specific work that you want to receive, the transmitter is still exclusively responsible. Even if you call them up and ask them to retransmit those parts you didn’t receive clearly, the infringement is theirs, not yours. You are free to receive and record whatever someone wants to send you.
Downloading is recording, not copying. You are receiving and saving the work that is being transmitted to you.