Unfortunately, the Common Thank-you Email can only be sent for actual orders, not for free links issued via Send Free Download Link. However, if you want to override the item's Product Thank-you Email for a free link, or if that item's Product Thank-you Email is disabled (in which case there would be no default message to send with a free link), you can enter a custom Email Message when you send the free link that would override what's defined in the product's settings.
You might also consider adding your legalese to your Common Thank-you Page HTML (in Seller Admin > Edit Preferences), which gets inserted at the end of every thank-you/download page we generate for you. Buyers have to visit that page at some point to download at all, whereas there's no guarantee they would ever open or read any thank-you email.