There’s a general sense of you should try to ethically pirate. Like no one cares if you shoplift from Walmart, but you’re a dick doing it to the local mom and pop grocery store who’s barely getting by.
On a more selfish level, paying for the things you enjoy shows whoever made it they’ll get money for it. Simple as that. If you really enjoy something stealing it isn’t going to convince them to make more. There’s been more than once where a game or show got pirated more than bought legally and it’s killed any future projects for it.