Congratulations, you've realized that copying some data can be immoral while copying other data isn't. Neither of your examples of money or intimate videos has anything to do with copyright, so they're completely irrelevant to what's being discussed.
Euclid's proof is constructive in that it describes a procedure which, given a list of primes, computes a prime not on that list. Or equivalently, given a number n it computes a prime > 1.