Downloading music files for personal use is considered legal in most countries [1]. However, uploading to other sites, or using it in advertising or other commercial products (without permission from the author) is a violation of TT terms of use. [2]. Use downloaded music for personal purposes only and do not play it publicly. This information has been confirmed by other similar sites like Snaptik, sssTik, and Tikmate.
Sources:
[1] Digital Millennium Copyright Act:
Wikipedia
[2] TikTok Terms of Service:
https://www.tiktok.com/legal/page/eea/terms-of-service
