Is sound quality better via AirPlay or Tidalconnect?

I've been using Tidal instead of Spotify for some time now, as the sound is noticeably better and, thanks to Sonos, I can truly utilize its potential. Now I'm wondering why it's possible to stream maximum sound quality via AirPlay (so I use iOS), but "only" high sound quality (which is CD quality) via TidalConnect….

Am I allowed to download a song illegally if I can't buy it legally anywhere?

I would like to buy a certain song "Ryan Perdz – Mia Khalifa" preferably in high sound quality in FLAC format but I can't find it even in MP3 or M4A (AAC) even though this song used to be available on Amazon Music, Quobuz and iTunes. I was able to find traces on the Internet…