It's not that there's no way of getting to them but it's not easy.
Your newsgroup provider can see exactly what you're downloading since they're providing the service and your ISP can read your packets and check which posts you're downloading against the post ID from the server you're using.
Your newsgroup provider could get a subpoena to provide logs showing which IPs have downloaded certain posts and they could comply with that meaning you are at risk of being caught.
Your ISP could also get a subpoena to provide details of your port 119 packets and they could comply meaning you're at risk of being caught. If your ISP keeps logs of packet content they might contain enough detail for the authorities to tell which posts have been downloaded.
Scenario 2 is only going to happen if you come to the attention of the authorities. That is to say they would need to be investigating you already.
I wouldn't worry for a long while yet though since you're only downloading and anti piracy organisation aren't interested in you. They're after people uploading or sharing.
At the moment they are, anyway.
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