I guess we have different opinions on this. Me, I'm a tinkerer.
I prefer the virus analogy for this. I've been known to download virus' and let them spread purposely (secure contained network) in the past. Why? Because I want to see how they work. What files they create, what ports they're trying to communicate over, what registry entries they make, what services are created, what startup programs are created, how it reacts to attempts to eradicate it, etc..
I'm not a virus maker nor am I trying to build an army of botnets. I do this for my own personal and professional knowledge.
Now, I'm not saying that the person in question here was looking to d/l and install this "cheat" program for noble ends. In fact, using a CC to purchase some shady software is just looking for trouble. A virus payload could easily be part of the executable or installation program. Giving one's CC info to a non-reputable source is also not a smart move. But I am trying to point out that the existence of files on one's PC (whether they are malicious as in virus' or cheating aids) does not necessarily mean the files are going to be used for nefarious means.
Ultimately, it's up to WGT to do whatever it is they want to do. Personally, I see them banning the user (with no evidence that the software was used to cheat the game) in the same light as the government coming for me because I actively searched for and downloaded a virus.