A self-hosted macOS runner will be more economical in the long-run, if you have a spot you can hook it up at; or, if you're fine doing things less than legally, you can use https://github.com/sickcodes/Docker-OSX.
I'm sure legality depends on jurisdiction, too. If you acquired the software legally and you need to keep it running in a VM, I'm sure it's legal at least in some places.
But yeah, just drive-by-downloading MacOS to your Windows box it is probably not quite on the up and up.
A self-hosted macOS runner will be more economical in the long-run, if you have a spot you can hook it up at; or, if you're fine doing things less than legally, you can use https://github.com/sickcodes/Docker-OSX.