Downloading videos for personal use is considered legal in most countries [1]. However, uploading them to other sites, or using them in advertising or other commercial products (without the author's permission) is a violation of the terms of use [2]. Use the downloaded files only for personal purposes, and there will be no problems. This information is confirmed by other similar sites: Snaptik, sssTik, Tikmate.
Sources:
[1] Digital Millennium Copyright Act:
Wikipedia
[2] TikTok Terms of Service:
https://www.tiktok.com/legal/page/eea/terms-of-service