It's not as though the existence and mechanisms of piracy are a coveted secret. There's a decent chance that they'll learn about and attempt it independently, and the method they learn about online might expose them to greater risk than if they did it with more consideration.
On that basis, I think that knowledge transfer is at worst harm reduction. If it's immoral, which I don't believe it is, then at the very least your intervention could prevent them from being preyed upon by some copyright troll company when they do it despite your silence or protestations.