I pirate movies because I think digital access to them is overpriced, goes to the copyright holder instead of the creators, it's convenient and most importantly because I can.
I can't pirate going to the cinema, nor can I afford to build my own, therefore I gladly pay to have a seat and enjoy a movie there.
Edit: I thought this may be relevant to the movies example I gave. I don't think movie studios, giving nothing back to society after massive profits are the ones we should debate the morals of stealing with.