The download of torrents can be dangerous, whether you do this in Germany or in another country. Although FileSharing in Germany is not really illegal, but you are in a gray zone. This is because you automatically offer your downloaded content to others for download. And this is the point that is illegal because you have no rights to the files.
If you do not use VPN at FileSharing, your personal information can be viewed and abused. In addition, your ISP (Internet Service Provider) can see which pages you visited. Some respond with a throttling speed, even if they deny this. With a VPN, you also protect yourself before, assuming the VPN provider pursues a strict no-log directive.