Imagine I really want your car, so I take it. Or imagine I really want your car, so I use a magic wand to make an exact duplicate of it. Are those two scenarios at all comparable?
This argument fall apart in many of the examples cited in this thread because most of the time, those movies are available digitally for a price. The fact is that most people just don't want to pay that price so they use other means to watch the movie.
The issue, of course, is whether or not you're correctly estimating whether you would end up buying it if you didn't pirate it. But if you take it as given that you wouldn't buy it, then there's no loss.
One is robbery of scarce resources, one is a legal framework around imposing scarcity on something that is not naturally scarce.
You can steal a movie - in the traditional sense of the word - by breaking into MGM / Disney / Universal's internal network and copying the movie out from their own internal servers. This does happen, where scene releases of unreleased movies happen, often done by employees with access to get access to these films prematurely. That is the only situation remotely comparable to the shoplifting scenario, because in the normal piracy scenario nobody is not voluntarily participating (the original buyer of the movie who then shared it did a voluntary transaction, then violated the distribution terms given them when distributing it to others voluntarily).
Violating a contract and violence are on entirely different planes of ethics.