Am I right in saying that "The Downward Spiral" is actually a NIN album rather than a song? I mean, I know the song exists as well but surely Apple would have a bigger problem with the lyrics to Closer (from the same album).

I'd guess that it's actually that song that copped the ban. (Sorry to be a pedant ;-))

Unless Apple like emulating animals...

Penguin... 'cause he's like an animal.