If a theme is available for the free theme from the developer, and you like it. Go ahead and use it. Nothing wrong in using a free theme, some free themes are way better than premium themes.
But never use a nulled theme ( premium theme available for free from blackhat forums) for the following reasons
These unethical distributors will insert malicious code to
Add backlinks to their sites or clients.
Redirect search traffic to theirs.
They can collect your emails, and your user emails if it’s a multi-author blog or has user registration enabled.
They can use your blog/server to spread viruses or send bulk emails.
You won’t get support and updates. If there is a problem you are on your own.
Support the developer, it takes a lot of time and effort to develop a theme, maintain it and support it. It’s a means of living for most developers.
By buying a premium theme, you get prompt support and updates.