I thought that was fueled by industry produced reports that blamed losses on piracy and assumed a 100% conversation rate between piracy and sales. (That may be more the music industry than the game industry, though)
What is that number? Who knows! But it's certainly greater than zero, and there's certainly enough impact of piracy to make it worth it to explore methods of minimizing that impact.
Yes, that number is greater than zero, but just how much greater than zero it is, is not insignificant. All methods used to reduce/eliminate piracy inflicts a cost of some sort. DRM annoys customers and is mostly ineffective in discouraging piracy.
For instance, Blizzard removed LAN from Starcraft 2. How many fans did that annoy enough to cause lost sales? How much piracy will that prevent? Especially since it seems there are BNet server emulators on the internet already.