In the case of stealing: You deny somebody else the possibility of buying the product.

In the case of cloning: You deny the progenitor the claim to its creation.

In the case of downloads: You make a copy of something. Whether it equates to a lost sale or not is a the point of contention. In many cases it may simply be the case that the product is unavailable, at all, or through conventional distribution channels.

In fairness that goes to a certain extent for cloning as well, but the big issue there is an unwitting consumer can buy a clone thinking it's the real thing, with possible consequences for the consumer, and perhaps even damaging the image of the creator of the original product.