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I found a proprietary program which is illegally linking to a GPL library.
Since the GPL states that programs which link to GPL libraries must also be GPL, does this mean that I can assume that by using the library, the program automatically became GPL, and I can redistribute it under the GPL despite its (illegal) proprietary license saying otherwise?
No, and you potentially put yourself on the wrong side of copyright law by doing so.
The GPL states that if you wish to link to a library that is licensed under the GPL, your program must also be licensed under the GPL. When an author applies the GPL to their library, they are using the GPL to dictate the terms and conditions under which their work can be used. What that means is that you may only use the library if you comply with the specified terms and conditions; if you do not comply with them, your use of the library is unlicensed and becomes a copyright violation.
However, this is a matter between the library author and the author of the noncompliant program. The library author may have a case against the noncompliant author for violating the terms of their license. However, neither the library author nor the GPL hold any sway over the copyright for the proprietary program - that right remains with its author (or copyright holder). In effect, that means that even though the proprietary program's author has broken the terms of their license, their copyright in their own work is still in effect, and to distribute their work under the GPL without them having explicitly licensed it as such would place you in violation of their copyright. You may not assume that just because their license terms were broken, their copyright is also void.
