Right, except you don't have the right to do that. You have no carte blanche entitlement to access media or entertainment. If the executives at HBO figure that, financially speaking, it's in their best interest to keep new Game of Thrones episodes accessible to cable customers only, you have the right to not buy it and be frustrated at that and protest it until eventually enough people protest for HBO to budge.
What you don't have the right to do is then to circumvent the legal and technological system set up for you to purchase Game of Thrones and access it for free, which, yes, is fucking theft. I can hear the scoffing through TCP/IP.
And you're not just harming the company, you're not just harming the already rich suits at HBO. This is a classic case of tragedy of the commons. People figure getting their music for free is a more rational individual choice than paying $16 for a CD. Everyone then makes the decision to get their media for free. Who cares about those stupid record labels, anyways?
Suddenly, smaller markets around the world have their industry gutted by piracy, smaller labels have to shut down, bigger labels have to fire hundreds of less successful artists that they used to be able to support from the money they made on the more successful artists, the more successful artists have to stop relying on royalties from album sales and have to whore themselves out doing nonstop touring year-round for money. Thank God it's physically impossible to "pirate" concert tickets.
I know we're going on a tangent here, but people often falsely conflate open-source access to information and piracy into this one big, happy revolution against the evil gatekeepers and their evil transactions that involve my money. No. Piracy is just fucking theft, period.