So to make it clear: people are allowed to make new piracy centric communities with the express rule to not post direct links to primarily providing copyright infringing material?
Nope, it's more than that. Lemmy.world admins don't want you to link to any websites that link to anything that might contain direct links or references to direct links. Strangely that means that linking to Google or Reddit would fail that test so links to those sites should be removed by lemmy.world admins too.
This community, however, contains a pinned Megathread post by a community moderator, which, through a few levels of a pastebin-like site, provides an aggregated overview of various sources of content. Some of these sources are entirely legal content, but it intentionally includes various other references, such as the website referred to from the CrackWatch community, which are primarily intended for copyright infringement.
The megathread post that admins are referring to contains links to a different website that contains links - that website is not on Lemmy at all. Lemmy.world admins took this removal action because the community contains a link to another site that may contain links lemmy.world admins don't like.