I don’t assume it’s a crime. I assume it’s NOT a crime, but not for the reasons you’ve given. I’m assuming they got the information from a source that had it legally.
It doesn't matter if MSNBC's source got the returns legally or illegally. In fact, it is quite possible that MSNBC doesn't know how its source acquired the returns. But as long as MSNBC didn't solicit someone to break the law to acquire the returns, MSNBC is in the clear.
You may want to review Bartnicki v Vopper