i bet the message is really there to get people to think twice about doing a lot of big data downloads and also make people aware of other ways to get the data. even though iNaturalist is free to use, there’s a cost to operating it.
i think the best way to get data depends on what you’re trying to get and why you’re trying to get it. if you’re trying to get a lot of detailed information from tens of thousands of observations, i would think download is the best way of getting that information (if not available in the other ways mentioned in the message). if you’re just trying to map a lot of observations for visualization only, i think using the API map tiles is the best way to go. similarly, if you’re trying to get summarized data, i would think it’s better to get that kind of summarized data via API, if possible, rather than downloading a bunch of records and then summarizing yourself afterwards. if you have a small set of observations that you want to work with, i’m guessing that it doesn’t really matter that much how you get the data, as long as you’re not doing something strange like pulling the same set of data over and over.