Ultima I and Underworld I were published on a magazine coverdisk. Does that mean I can download them if I missed the magazine?
No. Just because permission was given by the copyright holders for that particular distribution, it does not mean that they have relinquished their rights to the games, or to say whether they may or may not be downloaded. Until permission is forthcoming from Electronic Arts and any other legal entity with the right to release them for download, downloading U1 or UW1 (and any other game of the series except U4, see 1.2.9 for details) is illegal.