Yes copyright is automatic but if the mere act of downloading copyrighted material was a crime then the internet simply could not (legally) work the way it does since you would need explicit permission to visit a random page prior to visiting said page. So the reasoning goes that if someone puts something on the net, a third party can freely copy it. What the third party can't do is redistribute the material, so messages such as "leave your computer running" are going to hang them. When you think about it. It's not that different to the way libraries work, you can take the book home and read it, and even take a personal copy, but you can start handing out copies to all your mates.
No matter how much "downloading is theft" propaganda the MAFIAA spews, or how much I despise them for it, the above "default" arrangement is the only one that makes any sense. If we allowed redistributions w/o permission then I could simply buy up the iTunes catalog for a one time fee of $1/song and start selling copies at $0,90/song. Five seconds after I've done that, someone else does the same to me and sells at $0.50/song.