You would think music, film, and games would be comparable, but I find that these fall into distinct categories for me.
I am totally okay with paying a monthly flat fee for films and series (mostly watch once and be done with it).
I am also okay with paying once for a game and not keeping the downloaded files around after I finish it. Rather, I let Steam or the HumbleStore handle that, and if these go belly-up one day, I don't feel like I've lost much; the value I get in hours of entertainment is in balance with what I spend there, and I am okay with the limited risk of losing access to some games.
For music on the other hand, I absolutely want the files on my hard disk. Music is replayed over and over, and losing access to what is essentially the soundtrack of your life is something I would like to avoid. I'd love a service that allows me to download, say, up to 8 hours of music (any genre, in an open lossless format) a month from a universal catalogue for a reasonable flat fee (like Netflix), but this simply doesn't exist. It is either streaming or paying way more than I find reasonable.
Interestingly, for games the existence of reliable, affordable legal channels for digital delivery means that I have not felt the urge to illegally download any game at all for over a decade, and the same seems to hold true for many colleagues and friends. People are totally fine with downloading films, series, and music for a variety or reasons, but why bother with games? The money you pay, say, Steam or the HumbleStore seems to flow back to the developers in a fairly fair fashion, there are good deals to be had, and it is all very convenient — for games it just seems like a solved problem.