It is a common misconception that internet = www = http/ftp. In fact, downloading Linux isos as torrents is the preferred way of most Linux users in the community. It is the ultimate form of simple contribution absolutely everyone can make. While having a nice primary download location is nice, it is hard to pay for all that bandwidth. Home bandwidth is free for most of us, with unlimited up/download quota. While the throughput of a single connection might be limited, the combined strength of a thousand peers can beat any web server.
I'd say one should use torrent unless the respective ISP blocks it or for whatever other technical reasons. As rhowaldt already introduced, every piece of code but the kernel itself is third-party. By the way: I was an Opera user for many years, it comes with it's own torrent client. Following your logic, downloading an iso over torrent in a distro that shippes Opera by default would be fine? Downloading Ubuntu via torrent is fine as well, since they ship transmission with the iso?
Or do we simply get you wrong with your "third party", and you simply dislike having to use something other than your browser, because it is inconvenient?
I'm so meta, even this acronym