I have no idea what any of the relevant laws are, but why would Mobygames block you from using their info to make a catalog of your games on your own computer, in private? It's not like you or Datacrow's creators are making money.
It's no problem at all to simply copy the information off of their pages or save them as html archives. Why would they stop a program that does the same thing?
Also, all screenshots on mobygames are contributed by users and they probably don't have the rights to them anyway, even if screenshots can be owned although showing only other people's IP.
And law-wise, DataCrow could be viewed as an offline browser that stores and displays pages differently.