Certainly torrenting the same tracks you'd paid for through whatever no-downloads-allowed store, if you can find those tracks, would be fewer steps, and whoever put those up would likely have tagged them already. But if you have obscure tastes in music and nobody is offering those tracks in a torrent, Audacity can rescue you from vendor lock-in.

The legality of torrenting music tracks you've already paid for elsewhere, which would be breaking the letter of copyright law but not (IMHO) its spirit, I will leave to others to debate.