…Well, at least some of them are. A lot of older Loeb Classical Library volumes are out of copyright and may be downloaded for free. A collection of links to them may be found here. Many of them have not been ‘updated’ with newer translations in the series yet, and remain the Loebs of choice. This is a serious resource.
EDIT 4 Sept. 2020: Some of these out-of-copyright Loebs are being offered in truncated form by websites such as “Forgotten Books” (I will not deign to share the page) where you can download a .pdf of the Loeb, but some pages are only available to “members” who pay the site to unlock the pages. Such websites are asking for something for nothing and do not deserve anyone’s patronage. These out-of-copyright Loebs are FREE, and you can obtain them via the link above, which is still current – with ALL their pages.