Because it's illegal is (IMHO) not a reason at all, on its own. I'll also agree that copyright is not an intrinsically moral concept, like material theft. However, I think copyright (in some form, not necessarily in the way it is practiced today) is a key piece of positive law. Absent of copyright, there is no reason to pay anyone for any easily duplicatable product, except out of the goodness of one's heart. Now, if those producing the content didn't need money (e.g. some sort of post-scarcity society) then I would see any kind of copyright as pointlessly restrictive, except maybe for some claim of (non rights reserving) authorship.
The sad fact is that we don't live in such a world, so some form of compensation for authors is necessary, if you want them to keep doing what they are doing. Copyright isn't the only model, but I don't see any practical way to pivot back to a patronage model, especially for content which isn't considered high art. So, I don't think it is fair that one should be paid for making cars, but not be paid for making software, since both consume money to produce. The fact that software doesn't consume (much) money to produce more units after one is produced means that the model of compensation may be different, but I don't think it means there should be no compensation at all. It is easy to go too far in the other direction (e.g. the behavior of record companies and movie studios, who exploit the real authors), but I don't think that invalidates the concept entirely.