Yes this is a huge confound. Their methods state... The first data set contained all articles (nE = 4,646) that were downloaded from Sci-hub between September

Yes this is a huge confound. Their methods state... The first data set contained all articles (nE = 4,646) that were downloaded from Sci-hub between September 2015 and February 2016 [24, 25]. The second data set was extracted from the Scopus database and contained all articles published in the selected journals within the same time period. From this data set, we excluded articles already present in the first data set. Their methods lend to circular reasoning since the conclusion could also be "papers of high interest (cited more often) are more likely to be downloaded from scihub"