Copying protected works without permission is generally illegal, it doesn’t matter if you use a scraper.
There was a landmark case in which Google’s use of a web scraper was deemed fair use. That does not mean that all scrapers are fair use.
Google successfully argued fair use because its product (search results) did not compete with the original product (books). In fact, a search hit makes it more likely you will buy the original book.
The defendants in this case will probably try to argue fair use. But Google was an exceptional case, in practice most people who argue fair use will lose in court. Songs directly compete against other songs. In fact, that’s why artists who include samples in their work usually agree to pay licensing fees.
But the training data does contain songs, and they need to pay for those.