As far as I know, you still need to run RX-mode, but you can boot Sysnand in RxMode too. Everything you install with it in sysnand need sigs patched out, anyway.
It's not the movies or games downloads that I would worry about, like breaking into networks, downloading encrypted things, spying on network traffic. I have seen so many "Top Secret" seals on files when I was a kid
I was obsessed with finding UFOs, a surprising amount of US files where stashed on computers in other countries, China back in the early 90s omg sooo much