Is there any way to download chess.com videos? If not, why is this not so?

Bandwidth? IDK, ask staff directly...

I'm told there is no way, as they do not want them pirated. Of course, I've noticed that some of them have made their way over to youtube anyway, so there must be some way to do it.

Because if there where ways to download them, they would be all over the internet 2hours after their release. Granted, it's still possible, but it takes more work, less people do it, and less videos make it out.