why do you care about the law dude? literally nothing will happen to you if you do it
to be pedantic, no it's not really legal, even if it's just for personal use. reproduction is copyright infringement, and copying it to a CD/usb drive/phone/whatever is definitely reproducing it. the only exception is for like archiving and backups, but that is obviously not what we're talking about here
but again it really doesn't matter, just do it if you want to. if you're really worried about it and they don't sell the soundtrack, just email the publisher and ask them if you can put it on your phone. they probably won't give a stuff