That's right, you pay. Money. Paying money means it wasn't free.
I mainly have broadband for my VOIP phone, email, surfing and Windows updates. Linux ISOs are hobby, and ride on the back of what I've already paid for what I need. They cost me nothing extra to download.
You are really reaching here. But you forgot to mention the few pennies I paid for the CD I write them on and the electricity I use when downloading if I'm not using the computer for something else at the time.
In any case, the point of "free" is that the IP is free, not any cost to get that IP to you. Do you really think it cost Microsoft and the retailers $199 in materials, shipping and store overhead to get a copy of XP Pro to the store shelves? You pay for the IP too.