No Updates/DLC: Pirated games can't patch. Missing content, broken multiplayer.
Legal Ways to Play PSP Games Today
PS Vita / PS TV: Native PSP backward compatibility (digital only). Buy on PS Store (web: store.playstation.com → PSP section). Hundreds of titles.
PS4/PS5 (PS Plus Premium): Streaming select PSP classics (Ape Escape, Syphon Filter, Wipeout Pure, etc.). No download.
PPSSPP Emulator (PC/Android/iOS/Linux/macOS): Best experience. Upscale 10x, texture filtering, shaders, save states, cheats, multiplayer ad-hoc online. Legal if you dump your own UMDs (via PSP + CFW + USBHostFS or custom firmware tools).
Physical UMDs: eBay, retro shops. Play on PSP/PS Vita/PS TV.