I remember using SaveFrom for a few months after ClipConverter.cc banned downloading music and music videos from YouTube. However like you I then discovered youtube-dl (now yt-dlp) and I haven’t even looked back since. It’s truly the best out there.
The thing is not every popular or moderately popular song is on any streaming site. I’m a fan of 90s and 00s trance music, and there are some notable songs that aren’t available on any of the most popular paid services, or are available only in newer, re-recorded versions or remixes - some of them are available on Spotify, but not all. YouTube Music has such an advantage that you can listen not only to the songs uploaded by record labels, but also to countless additional songs available on YouTube, however most of the time they are in worse quality (AFAIK max audio bit rate in YT videos is 128 kbps). So while streaming services are now affordable and have very extensive audio library, they have some shortcomings that one can only fill with physical media or piracy.
If you are on Windows, you already have a good antivirus program built in, and that is Windows Defender. Other than that, be sure to install uBlock Origin extension in your preferred browser - it not only eliminates ads, but also annoying pop-ups, embeds, trackers, malware sites and other annoying things on the internet. When you want to download something, and you’re not sure if it’s safe, scan the download link with VirusTotal.