If Nintendo lost or threw away their own copies, the software would no longer exist for Nintendo to use, apart from pirated ROMs. The implication is that software piracy is sometimes the only viable means of preserving software in the long term.

The conclusion that they downloaded the rom from the internet because it has an iNes header is kind of ridiculous to start with; if you build an NES emulator, you're going to need to have some sort of header to indicate what mapper (if any) was used on the cartridge and what stuff was present. Given that the community has already built a standard for that, why not use it?

If you go ahead and use the community header format; of course your rom image will be indistinguishable from a pirated rom -- the header and data should be the same. It's not clear if they downloaded the rom from the internet, read it off a cartridge in their archive (or obtained from employee's collections or the used market), or from a possible archive of all roms they've ever had made.

Given the long life and mass distribution of almost all their titles, there's not a danger of loss of the published material. Certainly, unpublished roms and the occasional title that was not widely produced are in danger of loss if they aren't archived. The source materials are also subject to loss if Nintendo doesn't archive them.

There's some indication that Nintendo may have an archival program after all; Star Fox 2 was recently released on the SNES Classic from a ready for release, but never released or leaked rom; different than the leaked prototype roms. They also add in-memory patches to some roms that run in virtual console and nes/snes classics; I haven't seen anything indicating if they do that based on disassembly of the roms or based on the original sources.